Quantitative Finance
Mathematical modelling of markets.
10 topics · 1 curated work
Topics
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Primary sources and full treatments.
- BookPaul Wilmott on Quantitative FinancePaul Wilmott, 1998
Derives the models and then attacks their assumptions, which is the habit that separates a quant from a user of a pricing library.
Also covered elsewhere
This subject genuinely sits in more than one domain. These fields approach the same ground with different methods.