This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based ap

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previ

Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders ali

Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in

The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since