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systembuilder
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Joined: May 12th, 2008, 11:07 am

Books for numerical methods for trading

March 25th, 2009, 4:53 pm

Can you guys please recommend a practical introductory text to numerical methods, both with mathematical theory and concrete algorithms, the sort of book a trader in equity derivatives or rates should have studied?Browsing through the forum I found Fusai et al.: Implementing Models in Quantitative Finance, Springer. Is this what would suit a trader?Thank you.