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

----- 衍生性金融商品和能源市场估价：基于Matlab(R)的理论和实践

ISBN: 9781118487716 出版年：2013 页码：659 Michael Mastro, PhD Wiley

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