Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB
Электронная книга
- Автор: Michael PhD Mastro
- Издатель: John Wiley & Sons Limited (prof)
- Год:
- ISBN: 9781118501764
- Цена: 9636 Руб.
Знание - сокрушительное оружие, и книга - вечный ресурс знания. И путеводная нить... И это потрясающий образец такой работы, что способствует расширению кругозора и помогает человеку познать, изменить и улучшить свою личную обеспособность - "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 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 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 book Thorough, 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.
Не сомневаемся, что "Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB" вооружит вас знаниями и поможет познать и изменить некоторые особые аспекты политических взаимоотношений.