Reviews for Computational Finance Using C and C# (Quantitative Finance)

1. Great book for financial maths and models, and then the numerical recipes too!

   Rated 5 out of 5 stars, August 12rd, 2008

   As a Physicist, this book was just what I was looking for. The mathematical formulation of problems is clear without sacrificing rigour. Useful proofs - that I have found frustratingly missing in other books - are supplied, often from first principles, and a friendly appendix of useful background mathematical results is given. But the book also steers firmly away from any form of pedantry (whilst giving references to help readers delve into the more abstract areas of trading theory if the mood takes them). Numerical algorithms and models are authoritatively covered, and I found that incorporating the final step - to the code itself - was extremely helpful. Most of all I found it invaluable to have mathematical formulation, models and algorithms and the code covered all in one book.