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[Driver Develop] icMAIN DL : 0: Update : 2025-02-17 Size : 4kb Publisher : 潘铁军
[CSharp] Finance.Using.C.and.C.Sharp DL : 0: 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
Update : 2025-02-17 Size : 1.61mb Publisher : 許一
[Finance-Stock software system] State_Space_Models_FEX DL : 0: 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).
Update : 2025-02-17 Size : 40kb Publisher : Jane