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Currently Reading – Top of List
Books/Skills Needed for Financial Quantitative Analyst:
Stochastic Calculus for Finance 1 The Binomial Asses Pricing Model – Springer
Stochastic Calculus for Finance II Continuous Time Models – Springer
Implementing Derivatives Models by Les Clelew and Chris Strickland
Statistical Analysis of Financial Data in R – Springer
Financial Mathematics by Campoleti and Makarov