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I have now done release 0.3 of Kooderive. For those not familiar, this is an open source project for pricing derivatives using Monte Carlo simulation. It contains implementations in both C++ and CUDA to allow running on either CPU or GPU. The flagship example is the pricing of a 40 rate...

OK I've finally got it published. The sequel to "The concepts and practice of mathematical finance" is now out. Carrying on where the first book left off, I've tried to keep it focussed on practicalities and things that I think all quants should know. www.markjoshi.com/more

We have finally released our interview question and answer book. For more information see Mark Joshi's Home Page

I've set up a books forum on Mark Joshi's Home Page The main purpose is to discuss details in my books, and other books being used for self study. So if you have a query that's the place to ask.

I've done some new chapters for my C++ book. If you have studied the first edition and want to guinea pig, please contact me stating who you are and how long you would take to read 100 pages.