Provides ready to use derivatives pricing tools that cannot be found in any other book includes models for the fastest growing areas including weather energy and power derivatives cdos and credit derivatives the entire book utilizes matlab c and excel users need matlab installed visual c and excel. Pearson education de mexicosa de cv pearson education japan pearson education malaysia pte ltd libraryof congresscataloging in publicationdata london justin 1968 modeling derivatives applications in matlab c and excel justin london p cm isbn 0 13 196259 0hardback alk paper 1 modeling credit derivatives 2. 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. 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. Modeling derivatives applications in matlab c and excel is the first book to cover in detail important derivatives pricing models for credit derivatives for example credit default swaps and credit linked notes collateralized debt obligations cdos mortgage backed securities mbss asset backed securities abss swaps fixed income securities and increasingly important weather power and energy derivatives using matlab c and excel readers will benefit from both the
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