References

  1. Financial Derivatives -- Pricing, Applications and Hedging, Jamil Baz and George Chacko, Cambridge (200?)
  2. Interest Rate Models -- Theory and Practice, Damaino Brigo and Fabio Mercurio, Springer (200?)
  3. A Course in Derivative Securities, Kerry Back, Springer (200?)
  4. Monte Carlo Methods in Financial Engineering, Paul Glasserman, Springer (200?)
  5. Fixed Income Securities -- Valuation, Risk Management and Portfolio Strategies, Lionel Martellini and Philippe Priaulet and Stephane Priaulet, Wiley (200?)
  6. Random number generation and Monte Carlo methods James Gentle
  7. Numeric methods


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