단행본
Modeling Derivatives Applications: in matlab, C++, and excel
- 발행사항
- Upper Saddle River, N.J. : FT Press, 2007
- 형태사항
- xxi, 565p. : ill. ; 24cm
- 서지주기
- Includes bibliographical references (p. 543-553) and index
소장정보
| 위치 | 등록번호 | 청구기호 / 출력 | 상태 | 반납예정일 |
|---|---|---|---|---|
이용 가능 (1) | ||||
| 자료실 | E205082 | 대출가능 | - | |
이용 가능 (1)
- 등록번호
- E205082
- 상태/반납예정일
- 대출가능
- -
- 위치/청구기호(출력)
- 자료실
목차
Chapter 1 Swaps and Fixed Income Instruments
Chapter 2 Copula Functions
Chapter 3 Mortgage-Backed Securities
Chapter 4 Collateralized Debt Obligations
Chapter 5 Credit Derivatives
Chapter 6 Weather Derivatives
Chapter 7 Energy and Power Derivatives
Chapter 8 Pricing Power Derivatives: Theory and Matlab Implementation
Chapter 9 Commercial Real Estate Asset-Backed Securities
Appendix A Interest Rate Tree Modeling in Matlab
Appendix B Code
References
Index