{"product_id":"9780131962590","title":"Modeling Derivatives Applications in Matlab, C++ and Excel","description":"\u003cp\u003e \u003cb\u003ePrebuilt Code for Modeling and Pricing Today’s Complex Derivatives\u003c\/b\u003e \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eJustin London \u003c\/b\u003eshows 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.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003ci\u003eModeling Derivatives Applications in Matlab, C++, and Excel \u003c\/i\u003ewill 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.\u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cul\u003e \u003cli\u003ePresents 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 \u003c\/li\u003e\n\u003cli\u003eIncludes code for all three leading derivatives development platforms The only book to present models for Matlab, C++, and Excel \u003c\/li\u003e\n\u003cli\u003eAddresses the fastest-growing areas of derivatives development Includes models for weather, power, and energy derivatives, CDOs, and more \u003c\/li\u003e\n\u003cli\u003eContains extensive real-world examples. \u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThe 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.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eDownloadable models available ONLY to purchasers of this book.\u003c\/b\u003e \u003c\/p\u003e\u003cp\u003e\u003cb\u003ePurchasers receive a unique access code enabling secure access to downloadable, prebuilt code and templates for Matlab, C++, and Excel.\u003c\/b\u003e \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003ci\u003e Preface xv\u003c\/i\u003e \u003c\/p\u003e\u003cp\u003e\u003ci\u003e Acknowledgments xix\u003c\/i\u003e \u003c\/p\u003e\u003cp\u003e\u003ci\u003e About the Author xxi\u003c\/i\u003e \u003c\/p\u003e\u003cp\u003eChapter 1 Swaps and Fixed Income Instruments 1 \u003c\/p\u003e\u003cp\u003eChapter 2 Copula Functions 67 \u003c\/p\u003e\u003cp\u003eChapter 3 Mortgage-Backed Securities 91 \u003c\/p\u003e\u003cp\u003eChapter 4 Collateralized Debt Obligations 163\u003c\/p\u003e\u003cp\u003eChapter 5 Credit Derivatives 223\u003c\/p\u003e\u003cp\u003eChapter 6 Weather Derivatives 299\u003c\/p\u003e\u003cp\u003eChapter 7 Energy and Power Derivatives 333\u003c\/p\u003e\u003cp\u003eChapter 8 Pricing Power Derivatives: Theory and Matlab Implementation 407 \u003c\/p\u003e\u003cp\u003eChapter 9 Commercial Real Estate Asset-Backed Securities 447\u003c\/p\u003e\u003cp\u003eAppendix A Interest Rate Tree Modeling in Matlab 473\u003c\/p\u003e\u003cp\u003eAppendix B Chapter 7 Code 503\u003c\/p\u003e\u003cp\u003eReferences 543 \u003c\/p\u003e\u003cp\u003e\u003ci\u003e Index 555 \u003c\/i\u003e \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e","brand":"FT Press","offers":[{"title":"Default Title","offer_id":47022347911408,"sku":"9780131962590","price":189.99,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9780131962590_p0.jpg?v=1763776819","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9780131962590","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}