Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB
Michael Mastro, U.S. Naval Research Lab
John Wiley & Sons, Inc., 2013
ISBN: 978-1-118-48771-6;
Language: English
Written for graduate-level courses in quantitative finance, Financial Derivative and Energy Market Valuation provides readers with a range of statistical and quantitative techniques, and demonstrates how to implement the presented concepts and methods in MATLAB. The book provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. Topics include financial models, binomial trees, finite difference methods, and nonlinear and non-Gaussian Kalman filters.
MATLAB is used to solve numerous examples in the book.
选择网站
选择网站以获取翻译的可用内容,以及查看当地活动和优惠。根据您的位置,我们建议您选择:。
您也可以从以下列表中选择网站:
如何获得最佳网站性能
选择中国网站(中文或英文)以获得最佳网站性能。其他 MathWorks 国家/地区网站并未针对您所在位置的访问进行优化。
美洲
- América Latina (Español)
- Canada (English)
- United States (English)
欧洲
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)