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C++ Programming for Financial Engineering
Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
Python for Finance with Intro to Data Science
Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job.
An Intuition-Based Options Primer for FE
Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models.
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<blockquote data-quote="schmellow" data-source="post: 22055" data-attributes="member: 1255"><p>Hi alfredo</p><p></p><p>have a look at this one <a href="http://semeq.unipmn.it/fusai/">Implementing Models in Quantitative Finance: Methods and Cases</a> it´s nicely explained and some matlab code online. Sections on calibrating copulae and sampling from various copulae you can find here <a href="http://www.amazon.com/Copula-Methods-Finance-Wiley/dp/0470863447">Copula Methods in Finance</a>. A lot of papers on the subject are available on the site of <a href="http://archimede.mat.ulaval.ca/pages/genest/">Christian Genest</a>.</p><p></p><p>regards</p></blockquote><p></p>
[QUOTE="schmellow, post: 22055, member: 1255"] Hi alfredo have a look at this one [URL="http://semeq.unipmn.it/fusai/"]Implementing Models in Quantitative Finance: Methods and Cases[/URL] it´s nicely explained and some matlab code online. Sections on calibrating copulae and sampling from various copulae you can find here [URL="http://www.amazon.com/Copula-Methods-Finance-Wiley/dp/0470863447"]Copula Methods in Finance[/URL]. A lot of papers on the subject are available on the site of [url="http://archimede.mat.ulaval.ca/pages/genest/"]Christian Genest[/url]. regards [/QUOTE]