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- 2012031825 contributor B12464002.
- 2012031825 created "c2013.".
- 2012031825 date "2013".
- 2012031825 date "c2013.".
- 2012031825 dateCopyrighted "c2013.".
- 2012031825 description "Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Nonlinear 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.".
- 2012031825 description "Includes bibliographical references and index.".
- 2012031825 extent "viii, 649 p. :".
- 2012031825 identifier "9781118487716 (cloth)".
- 2012031825 issued "2013".
- 2012031825 issued "c2013.".
- 2012031825 language "eng".
- 2012031825 publisher "Hoboken, N.J. : Wiey,".
- 2012031825 subject "332.64/57 23".
- 2012031825 subject "Derivative securities.".
- 2012031825 subject "Energy derivatives.".
- 2012031825 subject "HG6024.A3 M3774 2013".
- 2012031825 subject "MATLAB.".
- 2012031825 tableOfContents "Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Nonlinear 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.".
- 2012031825 title "Financial derivative and energy market valuation : theory and implementation in MATLAB / Michael Mastro.".
- 2012031825 type "text".