Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (v. 1) (in Paperback)
Review From the reviews of the first edition: Steven Shreve’s comprehensive two-volume Stochastic Calculus for Finance may well be the last word, at least for a while, in the flood of Master’s level books…. a detailed and authoritative reference for “quants” (formerly known as “rocket scientists”). The books are derived from lecture notes that have [...]
Strategic Asset Allocation in Fixed Income Markets: A Matlab based user’s guide (The Wiley Finance Series) (in Hardcover)
Matlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers this Enables readers to implement financial and econometric models in Matlab All central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions [...]