Name: Financial Derivative and Energy Market Valuation: Theory and Implementation in Matlab®
ISBN: 9781118487716

Book information

Authors: Michael Mastro verified identity
First published: 2013
Editions known: 5
Publishers: Wiley
Languages: eng
ISBN-13: 9781118487716, 9781118501788
Main topics: Derivatives Pricing, Risk Management
Also covers: Options and Volatility
Related site topics: Options & Derivatives Pricing, Risk Management & Tail Risk, Volatility Modeling & Forecasting

Overview

Financial Derivative and Energy Market Valuation is a book by Michael Mastro, first published in 2013. In this catalogue it is classified mainly under Derivatives Pricing and Risk Management, with secondary coverage of Options and Volatility.

Audience and depth. The available metadata did not allow a mathematical difficulty estimate, so none is shown; treat the technical level as unknown.

Orientation. The metadata points to an implementation-oriented, applied treatment. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 82% and difficulty confidence is 0%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	68/100 confidence 82% Score 67.9/100. Strongest: quant_relevance 0.96, metadata_completeness 0.85; weakest: practical_applicability 0.42. Evidence: subjects:'derivative securities'. Difficulty unknown (neutral technical_depth).
Mathematical difficulty	Unknown
Practical orientation	Applied
Metadata quality	71%

Difficulty evidence (1 signal)

stochastic_processes matched in openalex_topics: “stochastic processes”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Realized Local Volatility Surface Related research area inferred similarity 0.46
Valuation of Exotic Options and Counterparty Games Based on Conditional Diffusion Topic similarity inferred similarity 0.46
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market Related research area inferred similarity 0.45
From Deep Filtering to Deep Econometrics Topic similarity inferred similarity 0.45
Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management Topic similarity inferred similarity 0.45
Quantum Computational Algorithms for Derivative Pricing and Credit Risk in a Regime Switching Economy Topic similarity inferred similarity 0.43

Similar books

Introduction to the Mathematics of Financial Derivatives inferred similarity 0.48
Derivatives inferred similarity 0.48
Derivatives Markets inferred similarity 0.47
MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES inferred similarity 0.47
Introduction to Derivative Securities, Financial Markets, and Risk Management inferred similarity 0.47

Author profiles

Michael Mastro verified identity

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9781118501788) (search link; may be an affiliate link)

Relationship graph

Solid lines are verified facts (authorship from persistent identifiers, editions); dashed lines are inferred by rules or similarity. Open in the full explorer.

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