SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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jherekhealy
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Joined: December 11th, 2017, 2:25 pm

New book "Applied Quantitative Finance for Equity Derivatives"

May 19th, 2018, 6:05 pm

This is a small ad for my new book "Applied Quantitative Finance for Equity Derivatives", which you can find on amazon.

I think it is relevant to other people looking at wilmott, since the book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner.

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You will find more information, as well as the table of contents on the book's website jherekhealy.github.io
 
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jherekhealy
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Joined: December 11th, 2017, 2:25 pm

Re: New book "Applied Quantitative Finance for Equity Derivatives"

January 3rd, 2019, 3:21 pm

For 2019, I have published a new edition of my book, in hardback on Lulu or in paperback on Amazon.

This second edition adds new arbitrage-free implied volatility interpolations, and covers various warrants, such as CBBCs. The text has also been slightly updated.
 
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ppauper
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Joined: November 15th, 2001, 1:29 pm

Re: New book "Applied Quantitative Finance for Equity Derivatives"

January 3rd, 2019, 8:54 pm

the poster in this thread might be interested in your book
 
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Collector
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Joined: August 21st, 2001, 12:37 pm

Re: New book "Applied Quantitative Finance for Equity Derivatives"

January 3rd, 2019, 11:55 pm

just order your book + D. Duffy C# , thanks for update! \(Time \geq  Money!\)  
 
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Cuchulainn
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Re: New book "Applied Quantitative Finance for Equity Derivatives"

January 4th, 2019, 11:01 am

just order your book + D. Duffy C# , thanks for update! \(Time \geq  Money!\)  
The source code is part of the C# book. Please contact me for your personal signed copy.
Productivity rates in C# are high and in cases it is faster than C++.
http://www.datasimfinancial.com
http://www.datasim.nl

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