This book brings together proven, tested real-time models created for each of today's leading modeling platforms: C++, Matlab, and Microsoft Excel. Using this book's models, professionals can save months of development time, while improving the accuracy and reliability of the models they create. 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. Along the way, he presents underlying theory and math in the context of practical implementation, covering everything from Monte Carlo simulation to copula methods and finite differences.