{"title":"Justin London","description":null,"products":[{"product_id":"modeling-derivatives-in-c-book-justin-london-9780471654643","title":"Modeling Derivatives in C++","description":"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.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49512862286097,"sku":"GOR002838742","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ LIKE_NEW \/ INTERNAL","offer_id":50130849333521,"sku":"GOR013865479","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ GOOD \/ SBYB","offer_id":50356690223377,"sku":"CIN0471654647G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":53044320370961,"sku":"CIN0471654647VG","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0471654647.jpg?v=1750781750"},{"product_id":"hearing-in-time-book-justin-london-9780195160819","title":"Hearing in Time","description":"Our sense that a waltz is \"in three\" or a blues shuffle is \"in four\" comes from our sense of musical meter.  Hearing in Time uses cognitive theories of perception and attention to explore musical meter.  London shows how our ability to follow musical meter is simply a specific instance of our more general ability to synchronize our attention to regularly recurring events in our environment. Thus, musical meter is subject to a number of fundamental perceptual and cognitive constraints that form the cornerstones of London's account.  Because listening to music, like many other rhythmic activities, is something that we often do, London views it as a skilled activity for performers and non-performers alike.  Hearing in Time approaches musical meter in the context of actual music performance rather than as a theoretical ideal. Its approach is not based on any particular musical style or cultural practice, so it uses familiar examples across a broad range of music - from Beethoven and Bach to Brubeck and Ghanaian drumming - bringing out fundamental similarities between a variety of different metric phenomena, such as the difference between so-called simple versus complex or additive meters.  Because of its accessible style, Hearing in Time is for anyone interested in rhythm and meter, including cognitive psychologists, musicologists, musicians and music theorists.","brand":"WoB","offers":[{"title":"GB \/ GOOD \/ INTERNAL","offer_id":50176333316369,"sku":"GOR013881629","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":50346188603665,"sku":"CIN0195160819VG","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0195160819.jpg?v=1750875762"},{"product_id":"hearing-in-time-book-justin-london-9780199744374","title":"Hearing in Time","description":"Our sense that a waltz is \"in three\" or a blues song is \"in four with a shuffle\" comes from our sense of musical meter. Hearing in Time explores the metric aspect of our musical experience from a psychological point of view. Musical meter is taken as a musically-specific instance entrainment, that is, our more general ability to synchronize our actions to the rhythms around us. As such, musical meter is subject to a number of fundamental perceptual and cognitive constraints. These constraints are the cornerstones of Hearing in Time's account of musical meter. Hearing in Time also takes into account the fact that listening to music, like many other rhythmic activities, is something that we do a lot. It also approaches musical meter in the context of music as it is actually performed, with nuances of timing and dynamics, rather than as a theoretical ideal.  Hearing in Time's approach to meter is not based on any particular musical style or cultural practice, and so it discusses musical examples from a wide range of musical styles and cultures--from Beethoven and Bach to Brubeck and Ghanaian (Ewe) drumming. In taking this broad approach a number of fundamental similarities between a variety of different metric phenomena--such as the difference between so-called simple versus complex or additive meters--become apparent.  Hearing in Time is written for musicians, musicologists, music theorists and psychologists who are interested in rhythm and meter. Only a modest ability read a musical score is presumed, and most musical examples are taken from familiar popular and classical repertory.","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":51000261771537,"sku":"","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":51000265212177,"sku":"NIN9780199744374","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52151066132753,"sku":"NLS9780199744374","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0199744378.jpg?v=1751356252"},{"product_id":"modeling-derivatives-applications-in-matlab-c-and-excel-book-justin-london-9780131962590","title":"Modeling Derivatives Applications in Matlab, C++, and Excel","description":"Prebuilt Code for Modeling and Pricing Today’s Complex Derivatives     Justin London shows how to implement pricing algorithms for a wide variety of complex derivatives, including rapidly emerging instruments covered in no other book. Utilizing actual Bloomberg data, London covers credit derivatives, CDOs, mortgage-backed securities, asset-backed securities, fixed-income securities, and today’s increasingly important weather, power, and energy derivatives. His robust models are designed for both ease of use and ease of adaptation, and may be downloaded by the book’s purchasers from a secured Web site.     Modeling Derivatives Applications in Matlab, C++, and Excel will be indispensable to sell-side professionals who model derivatives; buy-side professionals who must understand the derivatives offered to them; experienced quants; developers at Wall Street firms; and any financial engineering practitioner or student entering the derivatives field for the first time.    Presents broader coverage and more models than any competitive book Covers everything from swaps to interest rate models, mortgage- and asset-backed securities to the HJM model  Includes code for all three leading derivatives development platforms The only book to present models for Matlab, C++, and Excel  Addresses the fastest-growing areas of derivatives development Includes models for weather, power, and energy derivatives, CDOs, and more  Contains extensive real-world examples.   The entire book utilizes Matlab, C++, and Excel.  Users need Matlab installed, Visual C++, and Excel.  In addition, some examples using Matlab toolkits are used: Chapter 1 makes use of the Fixed-Income Toolkit.  Appendix A makes use of the Financial Derivatives Toolkit and Matlab Excel Link.  These toolkits do not come with the book, but can be obtained from Mathworks.     Downloadable models available ONLY to purchasers of this book.  Purchasers receive a unique access code enabling secure access to downloadable, prebuilt code and templates for Matlab, C++, and Excel.                            Preface  xv                          Acknowledgments  xix                          About the Author  xxi  Chapter 1       Swaps and Fixed Income Instruments  1    Chapter 2       Copula Functions  67   Chapter 3       Mortgage-Backed Securities  91   Chapter 4       Collateralized Debt Obligations  163  Chapter 5       Credit Derivatives  223  Chapter 6       Weather Derivatives  299  Chapter 7       Energy and Power Derivatives  333  Chapter 8       Pricing Power Derivatives: Theory and Matlab Implementation  407   Chapter 9       Commercial Real Estate Asset-Backed Securities  447  Appendix A     Interest Rate Tree Modeling in Matlab  473  Appendix B     Chapter 7 Code  503                          References  543                            Index   555","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":51141228429585,"sku":"","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ GOOD \/ SBYB","offer_id":51141229347089,"sku":"CIN0131962590G","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0131962590.jpg?v=1751101196"}],"url":"https:\/\/www.worldofbooks.com\/en-gb\/collections\/author-books-by-justin-london.oembed","provider":"World of Books ","version":"1.0","type":"link"}