April 4, 2021
Financial Modelling - with Matlab source
Jorg Klientiz's book "Financial Modelling - with Matlab source" (co-authored by Daniel Wetterau) is listed as one of the top 10 books on the subject.
See here.
There is also a short interview where Jorg answers some questions around writing the book here.
Read Full Publication
Share this
Other Publications
Stochastic Volatility – a Story of Two Decades of SABR and Wilmott Magazine
September 27, 2022
Read now >
How deep is your model? Network topology selection from a model validation perspective
January 3, 2022
Read now >