Modeling Derivatives Applications in Matlab, C++, and Excel (Paperback)
  • Modeling Derivatives Applications in Matlab, C++, and Excel (Paperback)
zoom

Modeling Derivatives Applications in Matlab, C++, and Excel (Paperback)

(author)
£118.99
Paperback 600 Pages / Published: 19/08/2015
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket

Prebuilt Code for Modeling and Pricing Today's 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 today's 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 book's 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.

The entire book utilizes Matlab, C++, and Excel. Users need Matlab installed, Visual C++, and Excel. In addition, some examples using Matlab toolkits are used: Chapter 1 makes 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.


Publisher: Pearson Education (US)
ISBN: 9780134319049
Number of pages: 600
Weight: 948 g
Dimensions: 235 x 178 mm

You may also be interested in...

Hedge Funds For Dummies
Added to basket
Shares Made Simple
Added to basket
£13.99
Paperback
Rich Dad's Guide to Investing
Added to basket
£14.99   £10.49
Paperback
Investing in Shares For Dummies
Added to basket
Moneyball
Added to basket
£11.99
Paperback
Intelligent Investor
Added to basket
Buffett: The Biography
Added to basket
Investment Banking For Dummies
Added to basket
More Money Than God
Added to basket
The Stock Market Explained
Added to basket
The Economist Guide to Commodities
Added to basket
The Financial Times Guide to Investing
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.