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Re:I am a beginner

Posted by Rod Pienaar on Apr 18, 2002; 3:20am
URL: http://quantlib.414.s1.nabble.com/Re-I-am-a-beginner-tp1998.html

This is an indirect plug for my own product but if you are interested in yield curve and fixed income topics then look at:
www yieldcurve.com

I would also add John Hull's book to the list because it has a wide product range and some good examples.

Rgds
Rod


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From:  [hidden email]@lists.sourceforge.net on 17/04/2002 16:35 AST

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Subject:    Re:[Quantlib-users] I am a beginner


If you can find Leibowitz, Inside the Yield Book, it has an excellent introduction to present value and future value in Part 2.

Fabozzi, Fixed Income Mathematics, covers a lot of the basics.

Fabozzi, Bond Markets:  Analysis and Strategies, takes it to the next level.

Tom

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