Biblioteca

01
Conhecimento

Transmissão de conhecimento não é algo simples, de forma que encontrar fontes confiáveis é um desafio por si só.

Assim, disponibilizamos aqui recomendações de artigos, cursos, livros e vídeos que se fizeram úteis em nossas atividades. Além disso, também publicamos aqui alguns dos projetos e algoritmos desenvolvidos dentro do Poli Quant

Paul Wilmott Introduces Quantitative Finance

Autor: Paul Wilmott | Tipo: Livro

Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding.

Options, Futures and Other Derivatives

Autor: John C. Hull | Tipo: Livro

Known as “the bible” to business and economics professionals and a consistent best-seller, "Options, Futures, and Other Derivatives" gives readers a modern look at derivatives markets. By incorporating the industry’s hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.

Stochastic Calculus for Finance I

Autor: Steven E. Shreve | Tipo: Livro

Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.