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Modeling Derivatives in C++ (Wiley Finance) Paperback – 7 Jan 2005

4.6 out of 5 stars 8 customer reviews

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Product details

  • Paperback: 840 pages
  • Publisher: John Wiley & Sons; Pap/Cdr edition (7 Jan. 2005)
  • Language: English
  • ISBN-10: 0471654647
  • ISBN-13: 978-0471654643
  • Product Dimensions: 19 x 4.6 x 23.4 cm
  • Average Customer Review: 4.6 out of 5 stars 8 customer reviews
  • Amazon Bestsellers Rank: 961,270 in Books (See Top 100 in Books)
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Product description

From the Back Cover

Some Things Are Just Better New

About the Author

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.


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VINE VOICEon 17 May 2005
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