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Modeling Derivatives Applications in Matlab, C++, and Excel | 
 enlarge | Author: Justin London
Publisher: Financial Times/ Prentice Hall
Category: Book
List Price: £103.73
Buy New: £82.95
You Save: £20.78 (20%)
New (25) Used (12) from £82.50
Avg. Customer Rating:  2 reviews
Sales Rank: 30150
Media: Hardcover
Edition: 1
Number Of Items: 1
Pages: 600
Shipping Weight (lbs): 2.1
Dimensions (in): 9.3 x 6.9 x 1.2
ISBN: 0131962590
Dewey Decimal Number: 332.64570113
EAN: 9780131962590
ASIN: 0131962590
Publication Date: December 29, 2006
Availability: Usually dispatched within 1-2 business days
Shipping: International shipping available
Condition: BRAND NEW. CAN NORMALLY SEND SAME DAY FIRST-CLASS FROM THE UK
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| Customer Reviews:
 OK book but source code not accessible on www.ftpress.com July 4, 2007
The book is a bit difficult to read - not as easy as Clewlow and Strickland. But my main problem is that I registered with www.ftpress.com to download the code but the link they provided failed, but one is only able to attempt to download the code once! Tried to send a message through their "contact us" but there "was a problem sending your message - please contact the site administrator". tried to call them, but it's a bank holiday in the US! And all that for paying 100 ....
 Very Comprehensive and Valuable Code April 10, 2007
1 out of 2 found this review helpful
I believe this is one of the best written derivatives books--it is the only book the provides code for the most complex pricing models. This book was written to help practitioners, traders, and students alike. This book covers some very complex derivatives including credit derivatives, CDOs, CMOs, MBSs, energy, weather, and electricity derivatives. The author provides a lot of examples. The author does a phenomenal job of providing both the math and theory behind the models as well as robust implementations in Matlab, C++, and Excel. There are chapter contributions from very well respected professionals. It was very easy to adapt the code to actual trading models since real-time data feeds can be integrated.
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