Financial Derivative and Energy Market Valuation
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- Synopsis
- A road map for implementing quantitative financial modelsFinancial 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 MatlabĀ®.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 bookThorough, 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.
- Copyright:
- 2013
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781118501818
- Related ISBNs:
- 9781118487716
- Publisher:
- Wiley
- Date of Addition:
- 06/16/14
- Copyrighted By:
- John Wiley & Sons
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.