b***k
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leephy (leephy) 于 (Wed Dec 5 15:44:18 2007) 提到:
有基本的matlab和C++知识,下面几本关于金融编程的书,哪个适合初学者阅读学习?
Modeling Derivatives Applications in Matlab, C++, and Excel by Justin London
Modeling Derivatives in C++ by Justin London
Numerical Methods in Finance and Economics: A MATLAB-Based Introduction
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HCSF (HCSF) 于 (Wed Dec 5 15:52:35 2007) 提到:
London
不咋地
不咋地
没听说过
推荐Daniel Duffy, Mark Joshi的书
Financial Instrument Pri | n*c
发帖数: 228 | 2 The first one is very good,but it takes a long time to read. In fact that
book is
the "code book" of Strickland's book.
the good thing about it is it introduced the quantlib and you can find it
quite handy. Also it gives readers some senses about OOP in Financial
Modeling. Pay attention to the way Justin model the termstructure, I think
it is very robust.
Mark Joshi 's book is phenomenal. OOP in fact is all about patterns and
designs,It is short and a great fun to read.
London
【在 b***k 的大作中提到】
: ☆─────────────────────────────────────☆
: leephy (leephy) 于 (Wed Dec 5 15:44:18 2007) 提到:
: 有基本的matlab和C++知识,下面几本关于金融编程的书,哪个适合初学者阅读学习?
: Modeling Derivatives Applications in Matlab, C++, and Excel by Justin London
: Modeling Derivatives in C++ by Justin London
:
: Numerical Methods in Finance and Economics: A MATLAB-Based Introduction
: ☆─────────────────────────────────────☆
: HCSF (HCSF) 于 (Wed Dec 5 15:52:35 2007) 提到:
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