Financial derivative and energy market valuation theory and implementation in MATLAB
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...
Main Author: | |
---|---|
Format: | eBook |
Language: | Inglés |
Published: |
Hoboken, New Jersey :
Wiley
c2012.
|
Edition: | 1st edition |
Subjects: | |
See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627960206719 |
Summary: | 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 |
---|---|
Item Description: | Description based upon print version of record. |
Physical Description: | 1 online resource (659 p.) |
Bibliography: | Includes bibliographical references and index. |
ISBN: | 9781118501788 9781118501818 9781299449039 9781118501764 |