Books for numerical methods for trading
Posted: 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.