Books and papers on Computational Finance

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Books and papers on Computational Finance:
Complex Logarithms in Heston-Like Models.pdf (346.15 KB, 需要: 1 个论坛币)

2010-5-26 13:12:24 上传

CHF for Heston model
需要: 1 个论坛币  [购买]

CHF for Heston model
COS method.pdf (378.63 KB)

2010-5-26 13:12:30 上传

Cosine transform for option pricing

Cosine transform for option pricing
Numerical Solution of Stochastic Differential Equations .pdf (37.03 MB, 需要: 2 个论坛币)

2010-5-26 13:30:40 上传

Mainly on Monte Carlo
需要: 2 个论坛币  [购买]

Mainly on classical numerical methods
Tools for Computional Finance-4th ed.pdf (4.04 MB, 需要: 1 个论坛币)

2010-5-26 13:31:59 上传

Mainly on MC, Finite Difference and Finite Element
需要: 1 个论坛币  [购买]

Mainly on MC, Finite Difference and Finite Element
Option Valuation Using the Fast Fourier.pdf (186.37 KB)

2010-5-26 13:32:07 上传

FFT for option pricing

FFT for option pricing
C Design Patterns and Derivatives Pricing.pdf (1.97 MB, 需要: 2 个论坛币)

2010-5-26 13:32:43 上传

Joshi's C++ book on pricing
需要: 2 个论坛币  [购买]

Joshi's C++ book on pricing
Modeling derivatives in C .pdf (9.75 MB, 需要: 2 个论坛币)

2010-5-26 13:36:39 上传

Another book on C++
需要: 2 个论坛币  [购买]

Another book on C++
Jackel- Monte-Carlo Methods In Finance.pdf (24.36 MB, 需要: 2 个论坛币)

2010-5-26 13:43:49 上传

Jackel's book on MC
需要: 2 个论坛币  [购买]

Jackel's book on MC
Paul_Glasserman-Monte Carlo methods in Financial Engineering.pdf (11.81 MB, 需要: 2 个论坛币)

2010-5-26 14:25:20 上传

需要: 2 个论坛币  [购买]

Glasserman's book on MC
GRAPHICAL ASIAN OPTIONS.pdf (223.37 KB, 需要: 1 个论坛币)

2010-5-26 14:25:20 上传

需要: 1 个论坛币  [购买]

Using GPU for MC and option pricing

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏8 回帖

关键词：Computation Finance Papers Comput Financ Finance Books Papers

good books and papers, it's very nice of you to provide us with so many useful materials

Thanks a lot! It`s very kind of you!

都是些与数值计算相关的

都是些与数值计算相关的

Up up!

谢谢分享