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

A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a r...

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Bibliographic Details
Main Author: Mastro, Michael A., 1975-
Format: eBook
Language:English
Published: Hoboken, New Jersey : Wiley, ©2012.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requirin.
Physical Description:1 online resource
Bibliography:Includes bibliographical references and index.
ISBN:9781118501818
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