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
开源的R语言是全世界数据科学家使用最广泛的语言。 --- Statistical Computation for Programmers, Scientists, Quants, Users, and Other Professionals Using the R language, you can build powerful statistical models to answer many of your most challenging questions. R has traditi
R for Everyone: Advanced Analytics and Graphics (Addison-Wesley Data & Analytics Series) by Jared P. Lander English | 14 Jun. 2017 | ASIN: B071X9KT1D | 560 Pages | AZW3 | 58.72 MB Statistical Computation for Programmers, Scientists, Quants, Excel Us
My primary intent in writing this book is to provide the reader with basic programming, financial, and mathematical tools that can be successfully leveraged both in industry and academia. I cover the use of the R programming language, as well as the
FrequentlyAsked
Questions
1. What are the different types of Mathematics
found in Quantitative Finance? 20
2. What is arbitrage? 25
3. What is put-call parity? 28
4. What is the central limit theorem and what
are its implications for finance? 31
5. H
Emanuel Derman was a quantitative analyst (Quant) at Goldman Sachs, one of the financial engineers whose mathematical models became crucial for Wall Street. The reliance investors put on such quantitative analysis was catastrophic for the economy, se
