TY  - BOOK
AU  - Mastro,Michael A.
ED  - ebrary, Inc.
TI  - Financial derivative and energy market valuation: theory and implementation in MATLAB 
AV  - HG6024.A3 M3774 2013eb
U1  - 332.64/57 23
PY  - 2013///
CY  - Hoboken, N.J.
PB  - Wiey
KW  - MATLAB
KW  - Derivative securities
KW  - Energy derivatives
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references and index; Financial 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; Electronic reproduction; Palo Alto, Calif.; ebrary; 2013; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
UR  - http://site.ebrary.com/lib/daystar/Doc?id=10682382
ER  -