What else is there to know in Quantitative Finance?

Enter our Financial Engineering discussions on exotics and vanillas, interest rate derivatives, credit derivatives, option pricing models, black scholes-merton, binomial tree, boot-strapping, arbitrage, pairs, and the greeks: delta, vega, kappa, and gamma.

The creation of this support group is to serve the CMO, ABS, MBS, IRD, FRA, CDS, Financial Engineering, Risk, and Credit Research finance industry members, or academics.

Both texts are recognized at introductory/entry-level, and advanced levels of the academic & financial industry settings. Commonly referred to as the "BIBLE", these texts are recommended readings for a wide spectrum of Professional Certifications: CFA, CQF, FRM, PRMIA, etc.

The readings, examples, exercises and/or problems sets of the author's texts are copywrighted material and unauthorized transfer of these items is copywright infringement, and is strictly prohibited under U.S. Law. If you have used/new texts, please buy/sell these product responsibly through the appropriate channels, NOT on this mailing list.