Financial Derivative and Energy Market Valuation
Theory and Implementation in MATLAB
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Beschreibung
A road map for implementing quantitative financialmodels
Financial Derivative and Energy Market Valuation bringsthe application of financial models to a higher level by helpingreaders capture the true behavior of energy markets and relatedfinancial derivatives. The book provides readers with a range ofstatistical and quantitative techniques and demonstrates how toimplement the presented concepts and methods in Matlab®.
Featuring an unparalleled level of detail, this unique workprovides the underlying theory and various advanced topics withoutrequiring a prior high-level understanding of mathematics orfinance. In addition to a self-contained treatment of appliedtopics such as modern Fourier-based analysis and affine transforms,Financial Derivative and Energy Market Valuation also:
* Provides the derivation, numerical implementation, anddocumentation of the corresponding Matlab for each topic
* Extends seminal works developed over the last four decadesto derive and utilize present-day financial models
* Shows how to use applied methods such as fast Fouriertransforms to generate statistical distributions for optionpricing
* Includes all Matlab code for readers wishing to replicatethe figures found throughout the book
Thorough, practical, and easy to use, Financial Derivativeand Energy Market Valuation is a first-rate guide for readerswho want to learn how to use advanced numerical methods toimplement and apply state-of-the-art financial models. The book isalso ideal for graduate-level courses in quantitative finance,mathematical finance, and financial engineering.
Autor*in
Michael Mastro
Themen in »Financial Derivative and Energy Market Valuation«
Business & Finance Finance & Investments Financial Engineering Finanz- u. Anlagewesen Finanz- u. Wirtschaftsstatistik Finanztechnik Mathematics Mathematik Mathematik in Wirtschaft u. Finanzwesen MATLAB Statistics Statistics for Finance, Business & Economics Statistik
Stimmen zu »Financial Derivative and Energy Market Valuation«
"The book is also ideal for graduate-level courses inquantitative finance, mathematical finance, and financialengineering." (Zentralblatt MATH, 1 August2013)
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