Financial Derivative and Energy Market Valuation

DOI10.1002/9781118501788zbMath1270.91005OpenAlexW4231559597MaRDI QIDQ4921685

Michael Mastro

Publication date: 13 May 2013

Full work available at URL: https://doi.org/10.1002/9781118501788

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Related Items (2)

Static Markowitz mean-variance portfolio selection model with long-term bonds ⋮ Forecasting energy market contracts by ambit processes: empirical study and numerical results

Uses Software

• Unnamed Item

This page was built for publication: Financial Derivative and Energy Market Valuation