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...

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Bibliographic Details
Main Author: Mastro, Michael A., 1975- (-)
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
Description
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