000			01816nam a2200349 a 4500
001			ebr10682382
003			CaPaEBR
006			m u
007			cr cn|||||||||
008			120823s2013 njua sb 001 0 eng d
010			_z 2012031825
020			_z9781118487716 (cloth)
020			_z9781118355114
020			_z9781118583586 (e-book)
040			_aCaPaEBR _cCaPaEBR
035			_a(OCoLC)808628436
050	1	4	_aHG6024.A3 _bM3774 2013eb
082	0	4	_a332.64/57 _223
100	1		_aMastro, Michael A., _d1975-
245	1	0	_aFinancial derivative and energy market valuation _h[electronic resource] : _btheory and implementation in MATLAB / _cMichael Mastro.
260			_aHoboken, N.J. : _bWiey, _c2013.
300			_aviii, 649 p. : _bill.
504			_aIncludes bibliographical references and index.
505	0		_aFinancial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2013. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
630	0	0	_aMATLAB.
650		0	_aDerivative securities.
650		0	_aEnergy derivatives.
655		7	_aElectronic books. _2local
710	2		_aebrary, Inc.
856	4	0	_uhttp://site.ebrary.com/lib/rucke/Doc?id=10682382 _zAn electronic book accessible through the World Wide Web; click to view
999			_c32178 _d32178