Modeling Derivatives Applications in MATLAB, C++ (Cplusplus), and Excel.
2007
565
0-13-196259-0
134.96-LONDO
FINANCIAL STATISTICS ; FINANCIAL MATHEMATICS ; SOFTWARE ; DERIVATIVE MARKET ; REAL ESTATE TAXATION ; INTEREST RATE ; DATA PROCESSING LANGUAGE
No. | Call n° | Bar code | Commentary | |
---|---|---|---|---|
1 | [available] |
Contents : Contents
1 Swapsand fixed income instruments
2 Copula functions
3 Mortgage-backed securities
4 Collateralized debt obligations
5 Credit derivatives
6 Weather derivatives
7 Energy and power derivatives
8 Pricing power derivatives: theory and Matlab implementation
9 Commercial real estate asset-backed securities
A. Interest rate tree modeling in Matlab
Language : English
Place of publishing : CAMBRIDGE
Figure(s) : Tableau(x) ; Graphique(s)
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque