金融衍生C++建模 Derivative modeling is at the heart of quantitative research and development on Wall Street. Practitioners (i.e., Wall Street trading desk quants) and academics alike spend much research, money, and time developing efficient models for pri
This is perhaps one of the best books written in the field of quantitative finance, especially for implementing models especially using C++. It is equivalent to Numerical Recipes in C but for derivative models. It is one of the most comprehensive an
