CWI, Amsterdam.Computations in Finance
The series of videos in the link above go along the book MATHEMATICAL MODELING AND COMPUTATION IN FINANCE.
I have never heard of these authors/quants before, I have to say.
I’ve had some academic dealings with professor Osterlee, and he is the real thing. Of course, you may not like the thing, but he’s it.CWI, Amsterdam.Computations in Finance
The series of videos in the link above go along the book MATHEMATICAL MODELING AND COMPUTATION IN FINANCE.
I have never heard of these authors/quants before, I have to say.
Kees Oostelee is well-known .. inventor of COS and CONV pricing methods.