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

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Files.rar (11.38 MB)

2013-10-5 23:28:13 上传

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Modeling Derivatives Applications.rar (33.91 MB) 本附件包括：

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

2013-10-5 23:22:41 上传

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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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关键词：Applications derivatives Application Derivative Modeling Excel

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