دانلود کتاب 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):