Understanding QuantLib

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Understanding QuantLib

Edmondo Porcu
Dear All,
it appears to me that QuantLib offers a wide set of mathematical tools and I would like to know more about them.

For such a purpose I would probably need you to suggest me a book about mathematics applied to finance... For example:

- When does a certain interpolation behave better than another?
- When does a certain optimizer perform better than another?

Thank you very much
Best Regards

Edmondo

------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
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Reply | Threaded
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Understanding QuantLib

Edmondo Porcu

Dear All,
it appears to me that QuantLib offers a wide set of mathematical tools and I would like to know more about them.

For such a purpose I would probably need you to suggest me a book about mathematics applied to finance... For example:

- When does a certain interpolation behave better than another?
- When does a certain optimizer perform better than another?

Thank you very much
Best Regards

Edmondo


------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users