SERVING THE QUANTITATIVE FINANCE COMMUNITY

jherekhealy
Topic Author
Posts: 9
Joined: December 11th, 2017, 2:25 pm

### New book "Applied Quantitative Finance for Equity Derivatives"

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.

You will find more information, as well as the table of contents on the book's website jherekhealy.github.io

jherekhealy
Topic Author
Posts: 9
Joined: December 11th, 2017, 2:25 pm

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

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.

ppauper
Posts: 70239
Joined: November 15th, 2001, 1:29 pm

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

the poster in this thread might be interested in your book

Collector
Posts: 4577
Joined: August 21st, 2001, 12:37 pm

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

just order your book + D. Duffy C# , thanks for update! $Time \geq Money!$

Cuchulainn
Posts: 61593
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

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

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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