Book Image

Mastering R for Quantitative Finance

Book Image

Mastering R for Quantitative Finance

Overview of this book

Table of Contents (20 chapters)
Mastering R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
Index

References


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  • DeRosa, D. F. [2011]: Options on Foreign Exchange. Wiley Finance

  • Haug, E. G. [2007a]: The Complete Guide to Option Pricing Formulas, 2nd edition. The McGraw-Hill Companies

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  • Hui, C. H. [1996]: One-touch Double Barrier Binary Option Values, Applied Financial Economics, 1996, 6, pp. 343-346

  • Merton, R. [1973]: Theory of Rational Option Pricing, The Bell Journal of Economics and Management Science, 4(1), pp. 141-183

  • Taleb, N. N., [1997]: Dynamic Hedging. John Wiley & Sons

  • Wilmott, P., [2006]: Quantitative Finance, 2nd edition. John Wiley & Sons