Financial Derivative and Energy Market Valuation

Theory and Implementation in MATLAB

Business & Finance, Economics, Econometrics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book Financial Derivative and Energy Market Valuation by Michael Mastro PhD, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Michael Mastro PhD ISBN: 9781118501818
Publisher: Wiley Publication: February 19, 2013
Imprint: Wiley Language: English
Author: Michael Mastro PhD
ISBN: 9781118501818
Publisher: Wiley
Publication: February 19, 2013
Imprint: Wiley
Language: English

A road map for implementing quantitative financial models

Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®.

Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also:

• Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic

• Extends seminal works developed over the last four decades to derive and utilize present-day financial models

• Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing

• Includes all Matlab code for readers wishing to replicate the figures found throughout the book

Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

A road map for implementing quantitative financial models

Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®.

Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also:

• Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic

• Extends seminal works developed over the last four decades to derive and utilize present-day financial models

• Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing

• Includes all Matlab code for readers wishing to replicate the figures found throughout the book

Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering.

More books from Wiley

Cover of the book The New Leader's 100-Day Action Plan by Michael Mastro PhD
Cover of the book Exploration and Analysis of DNA Microarray and Other High-Dimensional Data by Michael Mastro PhD
Cover of the book Computational Thermo-Fluid Dynamics by Michael Mastro PhD
Cover of the book Managerial Economics by Michael Mastro PhD
Cover of the book Statistical Methods in Radiation Physics by Michael Mastro PhD
Cover of the book Audit and Accounting Guide: Life and Health Insurance Entities 2018 by Michael Mastro PhD
Cover of the book Liquid Evil by Michael Mastro PhD
Cover of the book Spartans by Michael Mastro PhD
Cover of the book Crystal Xcelsius For Dummies by Michael Mastro PhD
Cover of the book Statistical Methods for Evaluating Safety in Medical Product Development by Michael Mastro PhD
Cover of the book Fundamental Concepts in Heterogeneous Catalysis by Michael Mastro PhD
Cover of the book The Jossey-Bass Reader on Contemporary Issues in Adult Education by Michael Mastro PhD
Cover of the book Investigating Terrorism by Michael Mastro PhD
Cover of the book Controlled Branching Processes by Michael Mastro PhD
Cover of the book Die 4 Prinzipien Einer Aussergewöhnlichen Führungskraft by Michael Mastro PhD
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy