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Financial Modelling_ Theory, Implementation and Practice with MATLAB Source.part2.rar
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Financial Modelling_ Theory, Implementation and Practice with MATLAB Source.part1.rar
(45 MB, 需要: 1 个论坛币)
下面是一些媒体对这本书的评价：
"This book is a dream come true, a must have, a must read and a must use. High-tech financial engineering and numerics are now becoming accessible to the broad quant community."
—Wim Schoutens, Research Professor, University of Leuven
"This is a book I wish I'd owned ten years ago to prepare for the exotic derivatives models hype in equity and rates of the first decade. It saves identifying, finding, screening and reading dozens of papers and treats the full life cycle of the models from theory to implementation. The reader can get quickly familiar with the pre-LSV modelling age. With any luck, the Matlab code will also run on octave."
—Uwe Wystup, Professor of Quantitative Finance/ Founder & CEO, MathFinance
“This book is a nice exposition for those Quants in Financial Engineering who are interested in an overview of modern pricing and calibration techniques in the field of Financial Derivatives. For those who have a strong mathematical background and are interested in implementation issues, this book is a severe choice.”
—Dr. Ingo Schneider, Financial Engineering, DekaBank
“This handbook is a compendium of useful formulae for computational finance. This – and the fact that the authors provide full Matlab code in all cases – makes this work unique. You can test the code as well as looking at the formulae! This book brings many results in one place. It saves much time. The book will certainly be useful as a reference for practitioners, developers and MFE students. In particular, I also see it as a handbook of algorithms that quants can use as input to their favourite production languages C++, C# and Java.”
—Daniel J. Duffy, Founder, Datasim
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