Machine Learning for Factor Investing : Python Version
Guillaume Coqueret
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Foundations of Quantitative Finance: Book V General Measure and Integration Theory
Robert R. Reitano
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Foundations of Quantitative Finance: Book V General Measure and Integration Theory
Robert R. Reitano
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Pricing Models of Volatility Products and Exotic Variance Derivatives
Yue Kuen Kwok
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Foundations of Quantitative Finance: Book V General Measure and Integration Theory
Robert R. Reitano
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Foundations of Quantitative Finance: Book V General Measure and Integration Theory
Robert R. Reitano
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Financial Modelling with Jump Processes
Rama (Mathematical Institute, University of Oxford, UK) Cont
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Quantitative Equity Portfolio Management : Modern Techniques and Applications
Edward E. (PanAgora Asset Management, Boston, Massachusetts, USA Qian
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Stochastic Volatility Modeling
Lorenzo (Societe Generale, Paris, France) Bergomi
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Introduction to Risk Parity and Budgeting
Thierry (Lyxor Asset Management, Paris, France) Roncalli
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Nonlinear Option Pricing
Julien (Bloomberg LP, New York, New York, USA) Guyon
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Introduction to Credit Risk Modeling
Christian (Munich, Germany) Bluhm
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Machine Learning for Factor Investing: R Version
Guillaume Coqueret
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Quantitative Finance with Python : A Practical Guide to Investment Management, Trading, and Financial Engineering
Chris (Fidelity Investments. USA) Kelliher
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Stochastic Processes with Applications to Finance
Masaaki Kijima
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Portfolio Optimization and Performance Analysis
Jean-Luc Prigent
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Introduction to Financial Derivatives with Python
Elisa (Universitat Pompeu Frabra, Spain) Alos
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Handbook of Price Impact Modeling
Kevin T Webster
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Credit Risk : Models, Derivatives, and Management
Niklas Wagner
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Model-free Hedging : A Martingale Optimal Transport Viewpoint
Pierre Henry-Labordere
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