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· 제목 : Financial Derivative and Energy Market Valuation: Theory and Implementation in Matlab (Hardcover) (Theory and Implementation in Matlab)
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9781118487716
· 쪽수 : 664쪽
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9781118487716
· 쪽수 : 664쪽
목차
Preface vii
1 Financial Models 1
2 Jump Models 35
3 Options 65
4 Binomial Trees 105
5 Trinomial Trees 131
6 Finite Difference Methods 167
7 Kalman Filter 231
8 Futures and Forwards 245
9 Nonlinear and Non-Gaussian Kalman Filter 295
10 Short-Term Deviation/Long-Term Equilibrium Model 349
11 Futures and Forwards Options 359
12 Fourier Transform 397
13 Fundamentals of Characteristic Functions 459
14 Application of Characteristic Functions 467
15 Levy Processes 505
16 Fourier-Based Option Analysis 547
17 Fundamentals of Stochastic Finance 585
18 Affine Jump-Diffusion Processes 605
Index 645
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