ENGLISH

Structured Finance: The Object Oriented Approach (The Wiley Finance Series)

Book information

Publisher
Wiley
Year
2007
ISBN
0470026383, 9780470026380, 9780470512722
LCC
HG4651.5 .C46 2007
Open Library ID
OL17179762M
Language
english
Format
PDF
Filesize
5 MB (4882575 bytes)
Series
The Wiley Finance Series
Pages
301\301
Topic
Economy
Scanned
yes
Time added
2010-08-30 15:18:36

Description

The text is aimed at the overlap between financial research and computer programming. A distinctive and rare blend of the two fields. The authors are essentially teaching one field to a reader already perhaps versed in the other. If so, then considerable portions of the book will already be familiar territory. But it is how you work in the other field that is valuable.

One thing. If you hail from programming, you'd better also have a strong background in statistics. The financial theory and simulations make heavy use of advanced stats. Like dynamic correlation models, or GARCH models, or Copula functions.

For programming, the language of preference in the text is Java. Good choice for implementing strong object oriented code.

Similar books