{"product_id":"9781118487716","title":"Financial Derivative and Energy Market Valuation Theory and Implementation in MATLAB","description":"\u003ch1\u003eFinancial Derivative and Energy Market Valuation\u003c\/h1\u003e\u003ch2\u003eTheory and Implementation in MATLAB\u003c\/h2\u003e\u003ch3\u003eMichael Mastro\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Probability \u0026amp; Statistics \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cb\u003eA road map for implementing\u003c\/b\u003e \u003cb\u003equantitative financial models\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eFinancial Derivative and Energy Market Valuation\u003c\/i\u003e 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®.\u003c\/p\u003e \u003cp\u003eFeaturing 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, \u003ci\u003eFinancial Derivative and Energy Market Valuation\u003c\/i\u003e also:\u003cbr\u003e \u003cbr\u003e • Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic\u003cbr\u003e \u003cbr\u003e • Extends seminal works developed over the last four decades to derive and utilize present-day financial models\u003cbr\u003e \u003cbr\u003e • Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing\u003cbr\u003e \u003cbr\u003e • Includes all Matlab code for readers wishing to replicate the figures found throughout the book\u003c\/p\u003e \u003cp\u003eThorough, practical, and easy to use, \u003ci\u003eFinancial Derivative and Energy Market Valuation\u003c\/i\u003e 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.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \u003cp\u003e\u003cb\u003eMICHAEL MASTRO, PhD, \u003c\/b\u003eis a civilian Staff Scientist at the U.S. Naval Research Lab. Dr. Mastro has authored more than 150 papers and patents and has organized several conference symposia.\u003c\/p\u003e  \u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e04 March 2013\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781118487716\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e664\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e36.8\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44378895974540,"sku":"9781118487716","price":150.26,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781118487716.jpg?v=1780184116","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781118487716","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}