Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB (Michael PhD Mastro) ; John Wiley & Sons Limited
11808 р.
Автор(ы): Michael PhD Mastro;
Издатель: John Wiley & Sons Limited
ISBN: 9781118501764
ID: SKU629891
Добавлено: 23.08.2021
Цены
Цена от 11808 р. до 11808 р. в 1 магазинах
Магазин | Цена | Наличие |
---|---|---|
ЛитРес 5/5 | 11808 р. 14760 р. электронная книга | скачать фрагмент | |
Лабиринт 5/5 | ||
Читай-город 5/5 | ||
МАЙШОП 5/5 | Один из первых книжных интернет-магазинов, работающий с 2002 года | |
Описание
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.
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О книге
Автор(ы) | Michael PhD Mastro |
Издатель | John Wiley & Sons Limited |
Форматы электронной версии | |
ISBN | 978-1-118-50176-4 |
Математика - издательство "John Wiley & Sons Limited"
Категория 9446 р. - 14169 р.