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Amazon.com Review
Just about every C programmer I respect learned C from this book. Unlike many of the 1,000 page doorstops stuffed with CD-ROMs that have become popular, this volume is concise and powerful (if somewhat dangerous) — like C itself. And it was [...]

May 8th, 2009 | Filed under Programming

Product Description
This book introduces C# as the language of choice in developing front office software. In addition to writing code, it also covers debugging techniques, deployment issues and other relevant topics. It is written by a front office technologist for front office technologists. All the topics [...]

May 8th, 2009 | Filed under Programming

ReviewFrom the reviews: MATHEMATICAL REVIEWS “Although the book is written as a textbook, with many carefully worked out examples and exercises, it will be very useful for the researcher since the authors discuss their favorite research topics (Monte Carlo optimization and convergence diagnostics) going through many [...]

Apr 7th, 2009 | Filed under Programming

Review”Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers … You will want to have prior knowledge of both the Monte Carlo method and financial [...]

Apr 3rd, 2009 | Filed under Programming

This book is going to require that you have had a few semesters of Calculus under your belt, but if you have this looks like interesting reading as far as the math is concerned. The writing is a little dry and the author pretty much runs through his mathematical proofs and then sometimes he [...]

Mar 30th, 2009 | Filed under Programming

Product Description
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 previous knowledge of C or C++ is required. – experience with VBA, Matlab or other programming language is sufficient. [...]

Mar 2nd, 2009 | Filed under Programming