由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Quant版 - [合集] 这几本金融编程的书,哪个适合初学者?
相关主题
Learning C++ to enhance Quant skills, any good online tutorials oor books?请问,怎么用c/c++ 解决PDE里面的方程
求:Financial Instrument Pricing Using C++ 的附书CD[合集] 请教怎么样能看懂duffie那本天书。。。
转让金融数学书[合集] 过了 CFA Lv II
那位大侠能推荐一个简单易用的 C++ Software/Compiler吗?矿工被金融学博士鄙视的不行了!
如何在c++里存储lattice除了Jim Simons,D.E.Sahw 最有名的Quant还有谁 ?
[合集] 请问Asset Pricing方面Duffie的书怎么样?John H.Cochrane这个教授在业界怎么样?
相关话题的讨论汇总
话题: london话题: c++话题: matlab话题: modeling话题: justin
进入Quant版参与讨论
1 (共1页)
b***k
发帖数: 2673
1
☆─────────────────────────────────────☆
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:

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:
:

1 (共1页)
进入Quant版参与讨论
相关主题
转让金融数学书[合集] 过了 CFA Lv II
那位大侠能推荐一个简单易用的 C++ Software/Compiler吗?矿工被金融学博士鄙视的不行了!
如何在c++里存储lattice除了Jim Simons,D.E.Sahw 最有名的Quant还有谁 ?
[合集] 请问Asset Pricing方面Duffie的书怎么样?John H.Cochrane这个教授在业界怎么样?
请问,怎么用c/c++ 解决PDE里面的方程Learning C++ to enhance Quant skills, any good online tutorials oor books?
[合集] 请教怎么样能看懂duffie那本天书。。。求:Financial Instrument Pricing Using C++ 的附书CD
相关话题的讨论汇总
话题: london话题: c++话题: matlab话题: modeling话题: justin