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Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB

Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB

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.

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About This Book

Michael Mastro, U.S. Naval Research Lab

John Wiley & Sons, Inc., 2013

ISBN: 978-1-118-48771-6
Language: English