wilmott.com

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

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.

the poster in this thread might be interested in your book

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

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++.