Financial Derivative and Energy Market Valuation

<p><b>A road map for implementing</b> <b>quantitative financial models</b></p> <p><i>Financial Derivative and Energy Market Valuation</i> 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®.</p> <p>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, <i>Financial Derivative and Energy Market Valuation</i> also:<br /> <br /> • Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic<br /> <br /> • Extends seminal works developed over the last four decades to derive and utilize present-day financial models<br /> <br /> • Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing<br /> <br /> • Includes all Matlab code for readers wishing to replicate the figures found throughout the book</p> <p>Thorough, practical, and easy to use, <i>Financial Derivative and Energy Market Valuation</i> 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.</p>