東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Financial derivative and energy mark...

Mastro, Michael A., (1975-)

FindBook

Google Book

Amazon

博客來

Financial derivative and energy market valuation : = theory and implementation in MATLAB /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Financial derivative and energy market valuation :/ Michael Mastro.
其他題名:	theory and implementation in MATLAB /
作者:	Mastro, Michael A.,
出版者:	Hoboken, N.J. :Wiey, : c2013.,
面頁冊數:	viii, 649 p. :ill. ;25 cm.
標題:	Derivative securities. -
ISBN:	1118487710

Financial derivative and energy market valuation : = theory and implementation in MATLAB /
Mastro, Michael A.,1975-

Financial derivative and energy market valuation :theory and implementation in MATLAB /Michael Mastro. - Hoboken, N.J. :Wiey,c2013. - viii, 649 p. :ill. ;25 cm.

Includes bibliographical references and index.

Financial models --

ISBN: 1118487710US138.95

LCCN: 2012031825Subjects--Uniform Titles:

MATLAB.
Subjects--Topical Terms:

656187
Derivative securities.

LC Class. No.: HG6024.A3 / M3774 2013

Dewey Class. No.: 332.64/57

Financial derivative and energy market valuation : = theory and implementation in MATLAB /
LDR:01451cam a2200277 a 4500 001 1981228
005 20130812110706.0
008 150605s2013 njua b 001 0 eng
010 $a 2012031825
020 $a 1118487710 $q (hbk.) : $c US138.95
020 $a 9781118487716 $q (hbk.)
020 $a 9781118501818 $q (epub)
020 $a 1118501810 $q (epub)
020 $a 9781118501764 $q (pdf)
020 $a 1118501764 $q (pdf)
020 $a 9781118501795 $q (mobi)
020 $a 1118501799 $q (mobi)
020 $a 9781118501788 $q (ebk.)
020 $a 1118501780 $q (ebk.)
040 $a DLC $c DLC $d DLC
050 0 0 $a HG6024.A3 $b M3774 2013
082 0 0 $a 332.64/57 $2 23
100 1 $a Mastro, Michael A., $d 1975- $3 2126485
245 1 0 $a Financial derivative and energy market valuation : $b theory and implementation in MATLAB / $c Michael Mastro.
260 # $a Hoboken, N.J. : $b Wiey, $c c2013.
300 $a viii, 649 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references and index.
505 0 # $t Financial models -- $t Jump models -- $t Options -- $t Binomial trees -- $t Trinomial trees -- $t Finite difference methods -- $t Kalman filter -- $t Futures and forwards -- $t Nonlinear and non-Gaussian Kalman filter -- $t Short-term deviation/long-term equilibrium model -- $t Futures and forwards options -- $t Fourier transform -- $t Fundamentals of characteristic functions -- $t Application of characteristic functions -- $t Levy processes -- $t Fourier-based option analysis -- $t Fundamentals of stochastic finance -- $t Affine jump-diffusion processes.
630 0 0 $a MATLAB. $3 532595
650 # 0 $a Derivative securities. $3 656187
650 # 0 $a Energy derivatives. $3 2126486