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- 2012035101 contributor B12467731.
- 2012035101 created "c2012.".
- 2012035101 date "2012".
- 2012035101 date "c2012.".
- 2012035101 dateCopyrighted "c2012.".
- 2012035101 description "Description based on print version record and CIP data provided by publisher; resource not viewed.".
- 2012035101 description "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.".
- 2012035101 description "Includes bibliographical references and index.".
- 2012035101 extent "1 online resource.".
- 2012035101 hasFormat "Financial derivative and energy market valuation".
- 2012035101 identifier "9781118501764 (pdf)".
- 2012035101 identifier "9781118501795 ( mobi)".
- 2012035101 identifier "9781118501818 (epub)".
- 2012035101 isFormatOf "Financial derivative and energy market valuation".
- 2012035101 issued "2012".
- 2012035101 issued "c2012.".
- 2012035101 language "eng".
- 2012035101 publisher "Hoboken, N.J. : Wiey,".
- 2012035101 relation "Financial derivative and energy market valuation".
- 2012035101 subject "332.64/57 23".
- 2012035101 subject "Derivative securities.".
- 2012035101 subject "Energy derivatives.".
- 2012035101 subject "HG6024.A3".
- 2012035101 subject "MATLAB.".
- 2012035101 tableOfContents "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.".
- 2012035101 title "Financial derivative and energy market valuation [electronic resource] : theory and implementation in MATLAB? / Michael Mastro.".
- 2012035101 type "text".