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Author: 潘铁军 |
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Description: Computational Finance Using C and C#
使用 C 和 C# 計算財務
-Computational Finance Using C and C#
“Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy’s own Numerical Recipes in C and C#. Levy’s book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methods for pricing. As such, it is set to become a classic amongst serious quants.” – Professor Carol Alexander, Chair of Risk Management and Director of Research, ICMA Centre, Business School, The University of Reading, UK
George Levy’s first book, Computational Finance, was chosen as a Top Ten Financial Engineering title for 2003-04 by Financial Engineering News
Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy’s own Numerical Recipes in C and C#. Levy’s book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methods for pr
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Author: 許一 |
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Description: State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman
filter approach. The main literature I used for this particular package is Kim and Nelson
(1999) and Hamilton (1994).
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Size: 40960 |
Author: Jane |
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