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Modeling Derivatives Applications In Matlab, C++, And Excel

by Justin London
language: english
Publisher: PEARSON EDUCATION (US), December of 2006 ‧
159,88€
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Offers prebuilt code for modeling and pricing complex derivatives. This book shows how to implement pricing algorithms for a wide variety of complex derivatives. Utilizing actual Bloomberg data, it covers credit derivatives, CDOs, mortgage-backed securities, asset-backed securities, fixed-income securities, weather, power, and energy derivatives.

Modeling Derivatives Applications In Matlab, C++, And Excel

by Justin London

Property Description
ISBN: 9780131962590
Publisher: PEARSON EDUCATION (US)
Release Date: December of 2006
Language: English
Dimensions: 180 x 235 mm
Pages: 600
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Management > Management and Organization
EAN: 9780131962590