Modeling Derivatives Applications in Matlab, C++, and Excel
Author(s)
London, Justin
London, Justin
Swaps And Fixed Income Instruments -- Copula Functions -- Mortgage-backed Securities -- Collateralized Debt Obligations -- Credit Derivatives -- Weather Derivatives -- Energy And Power Derivatives -- Pricing Power Derivatives : Theory And Matlab Implementation -- Commercial Real Estate Asset-backed Securities. Justin London. Includes Bibliographical References (p. 543-553) And Index.
Keywords
Derivative securities--Prices--Mathematical models, Credit derivatives--Mathematical models, C++ (Computer program language), HG6024.A3 L663 2007, 332.64/570113
Derivative securities--Prices--Mathematical models, Credit derivatives--Mathematical models, C++ (Computer program language), HG6024.A3 L663 2007, 332.64/570113
| Name in long format: | Modeling Derivatives Applications in Matlab, C++, and Excel |
|---|---|
| ISBN-10: | 0131962590 |
| ISBN-13: | 9780131962590 |
| Book pages: | 600 |
| Book language: | en |
| Edition: | 1 |
| Binding: | Hardcover |
| Publisher: | Pearson FT Press |
| Dimensions: | Height: 9.55 Inches, Length: 7.44 Inches, Weight: 2.22225960096 Pounds, Width: 1.032 Inches |
