GitHub - HeTop/Quant

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Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
Fin Eng C++ course		Fin Eng C++ course
Fin Engineering		Fin Engineering
workspace		workspace
Bouziane M. Pricing Interest-Rate Derivatives (Springer, 2008)(ISBN 9783540770657)(207s)_FD_.pdf		Bouziane M. Pricing Interest-Rate Derivatives (Springer, 2008)(ISBN 9783540770657)(207s)_FD_.pdf
Calculating VaR.pdf		Calculating VaR.pdf
Choudhry M., Tanna K. (eds.) An Introduction to Value-at-Risk (4ed., Wiley, 2006)(ISBN 0470017570)(194s)_FC_.pdf		Choudhry M., Tanna K. (eds.) An Introduction to Value-at-Risk (4ed., Wiley, 2006)(ISBN 0470017570)(194s)_FC_.pdf
Gatheral J. The volatility surface.. A practitioner's guide (Wiley, 2006)(ISBN 0471792519)(210s)_FD_.pdf		Gatheral J. The volatility surface.. A practitioner's guide (Wiley, 2006)(ISBN 0471792519)(210s)_FD_.pdf
Introduction to C++ for Financial Engineers An Object-Oriented Approach (The Wil.pdf		Introduction to C++ for Financial Engineers An Object-Oriented Approach (The Wil.pdf
Jets.zip		Jets.zip
Market_Risk_Analysis.pdf		Market_Risk_Analysis.pdf
Rebonato R. Volatility and correlation (2ed., Wiley, 2004)(ISBN 0470091398)(866s)_FD_.pdf		Rebonato R. Volatility and correlation (2ed., Wiley, 2004)(ISBN 0470091398)(866s)_FD_.pdf
Rouah F.D., Vainberg G. Option Pricing Models and Volatility Using Excel-VBA (Wiley, 2007)(ISBN 0471794643)(458s)_FD_.pdf		Rouah F.D., Vainberg G. Option Pricing Models and Volatility Using Excel-VBA (Wiley, 2007)(ISBN 0471794643)(458s)_FD_.pdf
Stander Y. Yield Curve Modelling (Palgrave, 2005)(ISBN 1403947260)(205s)_FB_.pdf		Stander Y. Yield Curve Modelling (Palgrave, 2005)(ISBN 1403947260)(205s)_FB_.pdf
Wiley, Modeling Derivatives in C++ (2005) YYePG OCR 7.0-2.6 LotB.pdf		Wiley, Modeling Derivatives in C++ (2005) YYePG OCR 7.0-2.6 LotB.pdf
pricing methodology for inflation indexed bonds and buysell_205.pdf		pricing methodology for inflation indexed bonds and buysell_205.pdf