financial derivative and energy market valuation theory and implementation in matlab

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Financial Derivative And Energy Market Valuation

Author : Michael Mastro, PhD
ISBN : 9781118501818
Genre : Mathematics
File Size : 54. 36 MB
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A road map for implementing quantitative financialmodels Financial Derivative and Energy Market Valuation bringsthe application of financial models to a higher level by helpingreaders capture the true behavior of energy markets and relatedfinancial derivatives. The book provides readers with a range ofstatistical and quantitative techniques and demonstrates how toimplement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique workprovides the underlying theory and various advanced topics withoutrequiring a prior high-level understanding of mathematics orfinance. In addition to a self-contained treatment of appliedtopics such as modern Fourier-based analysis and affine transforms,Financial Derivative and Energy Market Valuation also: • Provides the derivation, numerical implementation, anddocumentation of the corresponding Matlab for each topic • Extends seminal works developed over the last four decadesto derive and utilize present-day financial models • Shows how to use applied methods such as fast Fouriertransforms to generate statistical distributions for optionpricing • Includes all Matlab code for readers wishing to replicatethe figures found throughout the book Thorough, practical, and easy to use, Financial Derivativeand Energy Market Valuation is a first-rate guide for readerswho want to learn how to use advanced numerical methods toimplement and apply state-of-the-art financial models. The book isalso ideal for graduate-level courses in quantitative finance,mathematical finance, and financial engineering.

Financial Derivative And Energy Market Valuation

Author : Michael A. Mastro
ISBN : OCLC:961608170
Genre : Derivative securities
File Size : 38. 68 MB
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Commodity Option Pricing

Author : Iain J. Clark
ISBN : 9781444362411
Genre : Business & Economics
File Size : 62. 78 MB
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Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author’s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. The book has been developed with input from traders and examples using real world data, together with relevant up to date academic research. The book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets.

Einf Hrung In Die Moderne Zeitreihenanalyse

Author : Gebhard Kirchgässner
ISBN : 3800632683
Genre : Econometrics
File Size : 52. 22 MB
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Derivate Und Interne Modelle

Author : Hans-Peter Deutsch
ISBN : 3791033123
Genre :
File Size : 37. 70 MB
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Modeling Derivatives Applications In Matlab C And Excel

Author : Justin London
ISBN : 0131962590
Genre : Computers
File Size : 29. 13 MB
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Hundreds of financial institutions now market complex derivatives; thousands of financial and technical professionals need to model them accurately and effectively. This volume brings together proven, tested real-time models for each of todays leading modeling platforms to help professionals save months of development time, while improving the accuracy and reliability of the models they create.

Optionen Futures Und Andere Derivate

Author : John Hull
ISBN : 382737281X
Genre :
File Size : 48. 40 MB
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Behavioral Finance

Author : Joachim Goldberg
ISBN : 3898791009
Genre : Investments
File Size : 78. 3 MB
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Matlab F R Dummies

Author : Jim Sizemore
ISBN : 9783527808717
Genre : Computers
File Size : 71. 94 MB
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Ob Naturwissenschaftler, Mathematiker, Ingenieur oder Datenwissenschaftler - mit MATLAB haben Sie ein mächtiges Tool in der Hand, das Ihnen die Arbeit mit Ihren Daten erleichtert. Aber wie das mit manch mächtigen Dingen so ist - es ist auch ganz schön kompliziert. Aber keine Sorge! Jim Sizemore führt Sie in diesem Buch Schritt für Schritt an das Programm heran - von der Installation und den ersten Skripten bis hin zu aufwändigen Berechnungen, der Erstellung von Grafiken und effizienter Fehlerbehebung. Sie werden begeistert sein, was Sie mit MATLAB alles anstellen können.

Finanzderivate Mit Matlab

Author : Michael Günther
ISBN : 9783834897862
Genre : Mathematics
File Size : 75. 62 MB
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In der Finanzwelt ist der Einsatz von Finanzderivaten zu einem unentbehrlichen Hilfsmittel zur Absicherung von Risiken geworden. Dieses Buch richtet sich an Studierende der (Finanz-) Mathematik und der Wirtschaftswissenschaften im Hauptstudium, die mehr über Finanzderivate und ihre mathematische Behandlung erfahren möchten. Es werden moderne numerische Methoden vorgestellt, mit denen die entsprechenden Bewertungsgleichungen in der Programmierumgebung MATLAB gelöst werden können. In der Neuauflage wurde insbesondere das Kapitel 8 um Fallstudien erweitert, die auf gewisse Aspekte der Finanzkrise Bezug nehmen.

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