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Modeling Derivatives in C++ By Justin London
PDF Download Modeling Derivatives in C++ By Justin London
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- Amazon Sales Rank: #876142 in Books
- Published on: 2004-09-17
- Ingredients: Example Ingredients
- Original language: English
- Number of items: 1
- Dimensions: 9.21" h x 1.81" w x 7.48" l, 3.14 pounds
- Binding: Paperback
- 768 pages
From the Back Cover
Some Things Are Just Better New
About the Author
JUSTIN LONDON 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. In 1999, he founded Global Max Trading (GMT), a global online trading and financial technology company. 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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