Financial Derivative and Energy Market Valuation: Theory and Implementation in Matlab®

Content:
Chapter 1 Financial Models (pages 1–34):
Chapter 2 Jump Models (pages 35–64):
Chapter 3 Options (pages 65–104):
Chapter 4 Binomial Trees (pages 105–129):
Chapter 5 Trinomial Trees (pages 131–165):
Chapter 6 Finite Difference Methods (pages 167–230):
Chapter 7 Kalman Filter (pages 231–244):
Chapter 8 Futures and Forwards (pages 245–294):
Chapter 9 Nonlinear and Non?Gaussian Kalman Filter (pages 295–347):
Chapter 10 Short?Term Deviation/Long?Term Equilibrium Model (pages 349–358):
Chapter 11 Futures and Forwards Options (pages 359–396):
Chapter 12 Fourier Transform (pages 397–457):
Chapter 13 Fundamentals of Characteristic Functions (pages 459–466):
Chapter 14 Application of Characteristic Functions (pages 467–504):
Chapter 15 Levy Processes (pages 505–546):
Chapter 16 Fourier?Based Option Analysis (pages 547–584):
Chapter 17 Fundamentals of Stochastic Finance (pages 585–604):
Chapter 18 Affine Jump?Diffusion Processes (pages 605–644):