Download Ebook Modeling Derivatives Applications in Matlab C++ and Excel (paperback)
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Prebuilt Code for Modeling and Pricing Todays Complex Derivatives Justin London shows how to implement pricing algorithms for a wide variety of complex derivatives, including rapidly emerging instruments covered in no other book. Utilizing actual Bloomberg data, London covers credit derivatives, CDOs, mortgage-backed securities, asset-backed securities, fixed-income securities, and todays increasingly important weather, power, and energy derivatives.His robust models are designed for both ease of use and ease of adaptation, and may be downloaded by the books purchasers from a secured Web site. Modeling Derivatives Applications in Matlab, C++, and Excel will be indispensable to sell-side professionals who model derivatives; buy-side professionals who must understand the derivatives offered to them; experienced quants; developers at Wall Street firms; and any financial engineering practitioner or student entering the derivatives field for the first time. Presents broader coverage and more models than any competitive book Covers everything from swaps to interest rate models, mortgage- and asset-backed securities to the HJM model Includes code for all three leading derivatives development platforms The only book to present models for Matlab, C++, and Excel Addresses the fastest-growing areas of derivatives development Includes models for weather, power, and energy derivatives, CDOs, and more Contains extensive real-world examples. Theentire book utilizesMatlab, C++, and Excel. Users need Matlab installed, Visual C++, and Excel.In addition, some examples using Matlab toolkits are used: Chapter 1makes use of the Fixed-Income Toolkit. Appendix A makes use of the Financial Derivatives Toolkit and Matlab Excel Link.These toolkits do not come with the book, but can be obtained from Mathworks. Downloadable models available ONLY to purchasers of this book. Purchasers receive a unique access code enabling secure access to downloadable, prebuilt code and templates for Matlab, C++, and Excel. Preface xv Acknowledgments xix About the Author xxi Chapter 1Swaps and Fixed Income Instruments 1 Chapter2 Copula Functions 67 Chapter3 Mortgage-Backed Securities 91 Chapter4 Collateralized Debt Obligations 163 Chapter5 Credit Derivatives 223 Chapter6Weather Derivatives 299 Chapter7 Energy and Power Derivatives 333 Chapter8 Pricing Power Derivatives: Theory and Matlab Implementation 407 Chapter9 Commercial Real Estate Asset-Backed Securities 447 Appendix AInterest Rate Tree Modeling in Matlab 473 Appendix BChapter 7 Code 503 References 543 Index 555 Contact Us - MyPearsonStore Contact Us Your questions and comments are very important to us Please select the type of inquiry from the pull-down list below fill out the required information Make a Refundable deposite :: Express HelpLine Your personal information and card details are 100% secure About Us Recent Question User Login Security & Privacy Policy Question list Terms of Service Wiley: About Wiley About Wiley: Corporate Information Investor Relations Careers Press Author Events Conferences Partner with Us WileyPLUS - Home / Log In A unique six digit number specific to your course provided by your instructor PageInsider - Information about all domains Own a website? Manage your page to keep your users updated View some of our premium pages: googlecom yelpcom yahoocom microsoftcom Upgrade to a Premium Page Essay Writing Service - EssayEruditecom We provide excellent essay writing service 24/7 Enjoy proficient essay writing and custom writing services provided by professional academic writers
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