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Welcome to the Wilmott Book Forum
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0
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106376 |
Administrator |
Fri Jun 23, 06 12:25 PM
by Administrator
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Discounting Cashflows from Illiquid Assets on Bank Balance Sheets
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2
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140 |
bjnauta |
Thu May 23, 13 09:28 PM
by bjnauta
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Code and Paper related to Multi-Curve Curve Calibration (incl. ois discounting, tenor basis, cross-currency basis)
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7
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1079 |
Friesenstein |
Wed May 22, 13 08:07 AM
by Cuchulainn
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Corralling Quantos request
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1
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431 |
xsong29 |
Tue May 21, 13 08:58 PM
by rmeenaks
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Options, futures and other derivatives
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0
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163 |
rolandograndi |
Sun May 19, 13 02:37 PM
by rolandograndi
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Book on computational finance
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5
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516 |
vicnic |
Mon May 13, 13 03:39 PM
by QuantCentral
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C# for Financial Markets (Andrea Germani and Daniel J. Duffy)
Pages:
1
2
Last
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46
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14584 |
Cuchulainn |
Thu May 02, 13 10:55 AM
by Edgey
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Is there a book for understanding current market
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6
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920 |
leehtech |
Thu May 02, 13 10:14 AM
by pimpel
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Optimal Posting of Sticky Collateral
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0
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412 |
piterbarg |
Tue Apr 30, 13 09:32 AM
by piterbarg
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Dynamic programming
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5
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968 |
mahmoodi |
Mon Apr 29, 13 06:39 AM
by mahmoodi
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The Handbook of Commodity Investing
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0
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446 |
edouard |
Sun Apr 28, 13 01:47 PM
by edouard
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A Fitness Test of Cost of Carry Model in Chinese Cotton Future Market
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0
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430 |
edouard |
Sun Apr 28, 13 01:33 PM
by edouard
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Third edition of Understanding Probability book
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3
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3964 |
henktijms |
Sat Apr 27, 13 12:19 PM
by edouard
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Stochastic Calculus and Differential Equations for Physics and Finance
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2
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639 |
Crowbar |
Thu Apr 25, 13 05:11 AM
by Crowbar
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Mark Joshi's Book On Interview Questions, A review
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6
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58512 |
DominicConnor |
Wed Apr 24, 13 11:58 PM
by mj
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Appendix to "Time Changed Markov Processes in Unified Credit-Equity Modelling"
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0
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480 |
savr |
Wed Apr 24, 13 06:51 PM
by savr
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The Econometrics of Financial Markets
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1
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602 |
mahmoodi |
Tue Apr 23, 13 04:53 PM
by edouard
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New Book - Financial Modelling
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6
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5030 |
Lapsilago |
Sun Apr 21, 13 04:32 PM
by Lapsilago
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publication information on the paper 'The integrate square-root process'
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7
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845 |
fmfreshman |
Tue Apr 16, 13 02:53 AM
by mj
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Best resources for commodity swaps?
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3
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1520 |
pedawia |
Wed Apr 10, 13 09:23 AM
by Stale
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pls help to recognize a book
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5
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754 |
rrm |
Tue Apr 09, 13 04:37 PM
by rrm
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Dupire's unified theory of volatility
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3
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1326 |
frolloos |
Mon Apr 08, 13 03:28 PM
by Rufus
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Books on CSA, CVA and RWA
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2
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1478 |
MaxCohen |
Thu Apr 04, 13 01:15 PM
by edouard
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Book recommandation on statistical finance
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5
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3605 |
fmfreshman |
Wed Apr 03, 13 08:04 PM
by QuantCentral
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"financial derivatives modeling" by Christian Ekstrand
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2
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1406 |
ftang |
Wed Apr 03, 13 12:49 PM
by Ekstrand
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100 years of trend following
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0
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1069 |
BWV |
Sun Mar 24, 13 02:14 AM
by BWV
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How to update Staunton's book VBA code
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2
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1109 |
EzioDaFonseca |
Mon Mar 18, 13 10:46 AM
by spursfan
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Book - "Financial Instrument Pricing Using C++", Second Edition, requests
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2
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1179 |
Cuchulainn |
Sun Mar 17, 13 12:34 PM
by Cuchulainn
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New paper on FX modelling
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1
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2140 |
agnoatto |
Wed Mar 06, 13 10:03 AM
by agnoatto
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Ag derivatives VaR
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5
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1530 |
edouard |
Tue Mar 05, 13 05:52 PM
by xpatagon
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Books for sale - a good way to save your money
Pages:
1
2
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32
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32723 |
pcerutti |
Mon Mar 04, 13 04:55 PM
by pcerutti
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New paper: CVA, FVA (and DVA?) with stochastic spreads
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1
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1518 |
lolillo |
Sun Mar 03, 13 09:26 PM
by jfuqua
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"The Physics of Wall Street" by James Weatherall
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0
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1320 |
jfuqua |
Sun Mar 03, 13 09:25 PM
by jfuqua
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Antifragility
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17
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1660 |
edouard |
Fri Mar 01, 13 07:57 PM
by Traden4Alpha
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Up to date book on bond portfolio credit modelling?
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0
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1248 |
Church |
Tue Feb 26, 13 07:05 AM
by Church
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P&L Explain
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11
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1704 |
rmax |
Sat Feb 23, 13 09:13 PM
by edouard
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Exact Formula for Implied Volatility
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2
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5834 |
psyduck |
Wed Feb 20, 13 07:50 AM
by aaa10
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Black-Scholes formula in Pr Geman's book
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3
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1541 |
edouard |
Thu Feb 14, 13 12:57 PM
by ZhuLiAn
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Butterfly spread in Pr Geman's book
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0
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1438 |
edouard |
Wed Feb 13, 13 10:05 PM
by edouard
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Need code to the book "Modeling Derivatives Applications in Matlab, C++, and Excel"
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11
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44985 |
mizhael |
Thu Feb 07, 13 10:00 AM
by Lapsilago
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