Mar 12, 2012

Aaron Brown Review: The Wrong Answer Faster, by Numerix Co-Founder Michael Goodkin

“Any student of the history of quantitative finance, which means anyone interested in how we moved from the economy of the 1960s to the global derivative computer-run economy of today, will find this book invaluable. Even if Goodkin had done nothing on his own, he would have importance as a crucial link between theoreticians and practitioners, and between economics and academics in quantitative disciplines. Goodkin was an essential catalyst to the quantitative finance revolution.”

Read Aaron Brown’s review of The Wrong Answer Faster by Michael Goodkin to learn more about this book and the fascinating story behind the machines that trade trillions of dollars every day.

Blog Post - Mar 08, 2010

Bates Model and Cliquet Pricing in Numerix

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