AWDN(2003) 引入了一种强大的数值技巧 (QUAD) 来为通用期权定价。 在此代码中，我只是为欧式看涨期权定价。

xbbg 直观的彭博数据API 特征 以下是主要功能。 Jupyter笔记本示例可在 找到。 Excel兼容输入 直截了当的盘中请求 订阅内容 要求 彭博C ++ SDK版本3.12.1或更高版本： 访问并下载C ++支持的版本 在下载的zip文件的bin文件夹中，将blpapi3_32.dll和blpapi3_64.dll复制到Bloomberg BLPAPI_ROOT文件夹（通常为blp/DAPI ） 彭博官方Python API： pip install blpapi --index-url=https://bcms.bloomberg.com/pip/simple/ numpy ， pandas ， ruamel.yaml和pyarrow 安装 pip install xbbg 什么是新的 0.7.6a2-将blp.connect用于替代Bloomberg连接（作者anx

非常好的量化基础参考书，复习面试好帮手。 注意是第二版哦！

这个是英文版的关于MATLAB金融工具箱的应用介绍，希望对大家有用

计算金融和金融计量经济学与 r 计算金融和金融计量经济学与 r

Advances in Financial Machine Learning By 作者: Marcos Lopez de Prado ISBN-10 书号: 1119482089 ISBN-13 书号: 9781119482086 Edition 版本: 1 出版日期: 2018-02-21 pages 页数: (400) $50 Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

Multivariate Time Series Analysis: With R and Financial Applications。多元时间序列分析的经典书籍

FRM考试参考书籍：Financial Risk ManagerHandbook 第六版

An Undergraduate Introduction to Financial Math. An Undergraduate Introduction to Financial Math.

数据集包括消费者对金融产品的投诉与文本 Consumer_Complaints.csv