9781118487716

Financial Derivative and Energy Market Valuation : Theory and Implementation in MATLAB

  • ISBN 13:

    9781118487716

  • ISBN 10:

    1118487710

  • Format: Hardcover
  • Copyright: 03/04/2013
  • Publisher: Wiley

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

Extend Your Rental at Any Time

Need to keep your rental past your due date? At any time before your due date you can extend or purchase your rental through your account.

Sorry, this item is currently unavailable.

Summary

With an introduction to the needed mathematical financial theory, this book presents statistical and quantitative methods to implement and apply state-of-the-art financial models. It details the necessary steps for implementation of the models in MATLAB and provides the code; discusses the affine transform formalism; focuses on developing and utilizing the Kalman filter; and exploits the extended, Gauss-Hermite, unscented, Monte Carlo, and particle Kalman filters for nonlinear and non-Gaussian models.

Author Biography

Read more

Table of Contents

Read more

Write a Review