| 청구기호 |
HG6024.A3 |
| 형태사항 |
1 online resource.
|
| 언어 |
English |
| 서지주기 |
Includes bibliographical references and index.
|
| 내용 |
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.
|
| 주제 |
Derivative securities.
Energy derivatives.
MATLAB.
Derivative securities.
Energy derivatives.
BUSINESS & ECONOMICS --Investments & Securities --General. --bisacsh
Derivative securities. --fast --(OCoLC)fst00891019
Energy derivatives. --fast --(OCoLC)fst01746474
|
| LCCN |
2012035101
|
| ISBN |
9781118501818q(epub)
1118501810q(epub)
9781118501764q(pdf)
1118501764q(pdf)
9781118501795q(mobi)
1118501799q(mobi)
9781118501788
1118501780
9781118583586
1118583582
1118487710
9781118487716
|
