March 2015
Intermediate to advanced
362 pages
8h 20m
English
Content preview from Mastering R for Quantitative FinanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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References
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- Carr, P., Ellis, K. and Gupta, V. [1998]: Static hedging of exotic options, Journal of Finance, 53, 1165-1190
- Derman, E., Ergener, D. and Kani, I. [1995]: Static Options Replication, Journal of Derivatives, 2 (4), 78-95
- DeRosa, D. F. [2011]: Options on Foreign Exchange. Wiley Finance
- Haug, E. G. [2007a]: The Complete Guide to Option Pricing Formulas, 2nd edition. The McGraw-Hill Companies
- Haug, E. G. [2007b]: Derivatives Models on Models. John Wiley & Sons
- Hui, C. H. [1996]: One-touch Double Barrier Binary Option Values, Applied Financial Economics, 1996, 6, pp. 343-346
- Merton, R. [1973]: Theory of Rational ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.