Financial derivative and energy market valuation theory and implementation in MATLAB
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | Inglés |
| Published: |
Hoboken, N.J. :
Wiey
2013.
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| Subjects: | |
| Online Access: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=178475 |
| See on Universidad Loyola - Universidad Loyola Granada: | https://colectivo.uloyola.es/Record/ELB178475 |
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Table of Contents:
- 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.
