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Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB by [Mastro, Michael]
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Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB 1st Edition, Kindle Edition

5.0 out of 5 stars 1 customer review

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Review

The book is also ideal for graduate–level courses in quantitative finance, mathematical finance, and financial engineering.   (Zentralblatt  MATH, 1 August 2013)

From the Back Cover

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 requiring a prior high–level understanding of mathematics or finance. In addition to a self–contained treatment of applied topics such as modern Fourier–based analysis and affine transforms, Financial Derivative and Energy Market Valuation also:

  • Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic
  • Extends seminal works developed over the last four decades to derive and utilize present–day financial models
  • Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing
  • Includes all Matlab® code for readers wishing to replicate the figures found throughout the book

Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first–rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state–of–the–art financial models. The book is also ideal for graduate–level courses in quantitative finance, mathematical finance, and financial engineering.


Product details

  • Format: Kindle Edition
  • File Size: 42537.0 KB
  • Print Length: 664 pages
  • Publisher: Wiley; 1 edition (19 Feb. 2013)
  • Sold by: Amazon Media EU S.à r.l.
  • Language: English
  • ASIN: B00BJOL4MY
  • Text-to-Speech: Enabled
  • X-Ray:
  • Word Wise: Not Enabled
  • Enhanced Typesetting: Enabled
  • Average Customer Review: 5.0 out of 5 stars 1 customer review
  • Amazon Bestsellers Rank: #2,160,745 Paid in Kindle Store (See Top 100 Paid in Kindle Store)
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25 April 2013
Format: Hardcover|Verified Purchase
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Most helpful customer reviews on Amazon.com

Amazon.com: 4.0 out of 5 stars 4 reviews
The Shooter
4.0 out of 5 starsGood, but very advanced
9 April 2016 - Published on Amazon.com
Format: Hardcover|Verified Purchase
srinivas potula
4.0 out of 5 starserrata
25 July 2013 - Published on Amazon.com
Format: Hardcover|Verified Purchase
One person found this helpful.
Ghulam Sorwar
4.0 out of 5 starsOverall a very good book. It's main advantage is the Matlab codes ...
23 August 2014 - Published on Amazon.com
Format: Hardcover|Verified Purchase
One person found this helpful.
Amazon Customer
4.0 out of 5 starsWhat's up with the Kindle formatting?
24 February 2013 - Published on Amazon.com
3 people found this helpful.
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