Suggested readings and resources …


Options, Futures, and Other Derivatives 7th Ed. , John C.Hull

Paul Wilmott on Quantitative Finance, 2nd Ed. , Paul Wilmott

Frequently Asked Questions in Quantitative Finance 2nd Ed. , Paul Wilmott

Financial Instrument Pricing using C++, D. J. Duffy

Introduction to C++ for financial engineers, An Object-oriented Approach, D. J. Duffy

Finite difference methods in financial engineering, A Partial Differential Equation Approach, D. J. Duffy

Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy, Hélyette Geman

Risk Management in Commodity Markets : from Shipping to Agriculturals and Energy, Hélyette Geman


pffffffffff  …………….

Some nice online resources


Wilmott :

Datasim Financial:

Luigi Ballabio:

Bojan Nikolic:

Peter Caspers: Fooling Around with QuantLib

Friends’ pages 

Commoditymodels, the excellent website of the excellent Will Smith [now discountinued], the blog site of my friend

[last revised: May 8, 2015]


2 pensamientos en “Goodies!


Por favor, inicia sesión con uno de estos métodos para publicar tu comentario:

Logo de

Estás comentando usando tu cuenta de Cerrar sesión /  Cambiar )

Google+ photo

Estás comentando usando tu cuenta de Google+. Cerrar sesión /  Cambiar )

Imagen de Twitter

Estás comentando usando tu cuenta de Twitter. Cerrar sesión /  Cambiar )

Foto de Facebook

Estás comentando usando tu cuenta de Facebook. Cerrar sesión /  Cambiar )


Conectando a %s