This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object--oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull--White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real--world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.
"Sinopsis" puede pertenecer a otra edición de este libro.
Justin London is the founder and visionary of GlobalMaxTrading.com (GMT), The World's Online Financial Supermarket(R), a global online trading and financial technology company, as well as GlobalMaxAuctions.com, The World's Online Trading Exchange (R), a global B2C and B2B auction and trading company. He has analyzed and managed bank corporate loan portfolios using credit derivatives in the Asset Portfolio Management Group of a large bank in Chicago, Illinois. He has developed fixed--income and equity models for trading companies and his own quantitative consulting firm. London has written code and algorithms in C++ to price and hedge various equity and fixed--income derivatives with a focus on building interest rate models. A graduate of the University of Michigan, London has five degrees, including a BA in economics and mathematics, an MA in applied economics, and an MS in financial engineering, computer science, and mathematics, respectively.
Some Things Are Just Better New
"Sobre este título" puede pertenecer a otra edición de este libro.
GRATIS gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoGRATIS gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoLibrería: ThriftBooks-Dallas, Dallas, TX, Estados Unidos de America
Paperback. Condición: Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less 3.2. Nº de ref. del artículo: G0471654647I5N00
Cantidad disponible: 1 disponibles
Librería: ThriftBooks-Atlanta, AUSTELL, GA, Estados Unidos de America
Paperback. Condición: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 3.2. Nº de ref. del artículo: G0471654647I3N00
Cantidad disponible: 1 disponibles
Librería: SecondSale, Montgomery, IL, Estados Unidos de America
Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Nº de ref. del artículo: 00091230902
Cantidad disponible: 1 disponibles
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
Paperback. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_403891139
Cantidad disponible: 1 disponibles
Librería: Goodwill of Greater Milwaukee and Chicago, Racine, WI, Estados Unidos de America
Condición: good. Book is considered to be in good or better condition. The actual cover image may not match the stock photo. Hard cover books may show signs of wear on the spine, cover or dust jacket. Paperback book may show signs of wear on spine or cover as well as having a slight bend, curve or creasing to it. Book should have minimal to no writing inside and no highlighting. Pages should be free of tears or creasing. Stickers should not be present on cover or elsewhere, and any CD or DVD expected with the book is included. Book is not a former library copy. Nº de ref. del artículo: SEWV.0471654647.G
Cantidad disponible: 1 disponibles
Librería: Big River Books, Powder Springs, GA, Estados Unidos de America
Condición: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting. Nº de ref. del artículo: BRV.0471654647.G
Cantidad disponible: 1 disponibles
Librería: WeBuyBooks, Rossendale, LANCS, Reino Unido
Condición: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Nº de ref. del artículo: wbs9310946048
Cantidad disponible: 1 disponibles
Librería: WeBuyBooks, Rossendale, LANCS, Reino Unido
Condición: Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind. Nº de ref. del artículo: wbs3229188238
Cantidad disponible: 1 disponibles
Librería: BookHolders, Towson, MD, Estados Unidos de America
Condición: Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: first ] Publisher: Wiley Pub Date: 9/17/2004 Binding: Paperback Pages: 768 first edition. Nº de ref. del artículo: 6810795
Cantidad disponible: 1 disponibles
Librería: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Alemania
Softcover. Condición: gut. Auflage: Pap/Cdr (7. Januar 2005). London equity bonds caps swaptions swaps credit derivatives Wall Street Hull-White BDT CIR HJM LIBOR Market Model interest rate pricing financial engineering This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, "Modeling Derivatives in C++" will help readers succeed in understanding and implementing C++ when modeling all types of derivatives. Modeling Derivatives in C++ INCL CD-ROM (Wiley Finance) von London In englischer Sprache. 768 pages. 23,2 x 19,2 x 4,8 cm. Nº de ref. del artículo: BN2696
Cantidad disponible: 1 disponibles