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免費 Modeling Derivatives Applications in Matlab, C++, and Excel
martinnyj
9529 34
2013-10-05
Files.rar
大小:(11.38 MB)

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Modeling Derivatives Applications.rar
大小:(33.91 MB)

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  • Modeling Derivatives Applications in Matlab, C++, and Excel.pdf



Modeling Derivatives Applications in Matlab, C++, and Excel


Description

The first book for professionals with pre-built, fully tested code needed to start modeling and pricing complex derivatives. 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.  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.

Features
The first book for professionals with pre-built, fully tested code needed to start modeling and pricing complex derivatives.

  • 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.  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.

Table of Contents
                        Preface  xv
                        Acknowledgments  xix
                        About the Author  xxi
Chapter 1       Swaps and Fixed Income Instruments  1  
Chapter 2       Copula Functions  67
Chapter 3       Mortgage-Backed Securities  91
Chapter 4       Collateralized Debt Obligations  163
Chapter 5       Credit Derivatives  223
Chapter 6       Weather Derivatives  299
Chapter 7       Energy and Power Derivatives  333
Chapter 8       Pricing Power Derivatives: Theory and Matlab Implementation  407
Chapter 9       Commercial Real Estate Asset-Backed Securities  447
Appendix A     Interest Rate Tree Modeling in Matlab  473
Appendix B      Code  503
                        References  543  
                        Index   555
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wyy1121
2013-10-5 23:50:40
同学，你也太猛了啊，好货
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selfswim
2013-10-6 00:06:05
非常不错呀，呵呵
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人大，我要来了
2013-10-6 00:48:00
路过
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jojoan719
2013-10-6 09:24:30
谢谢分享
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luojscd
2013-10-6 13:32:21
Thanks !
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