《Financial Modelling_ Theory, Implementation and Practice with MATLAB Source》绝对是本好书，里面涉及了绝大部分的金融建模知识以及相应的matlab程序。作者Joerg Kienitz是德国一家知名零售银行的量化部门boss。他在复杂金融衍生品定价和资产配置很有建树。这里我将这本书以及书中所用到的matlab程序都和大家一起分享！对了，里面的程序还包括了作者在其个人网站上发布的其他matlab程序，一并和大家分享！这本书论坛上已经有人上传，不过价钱实在不厚道。。所以我只象征性地收2个论坛币，希望坛友多多支持！





下面是一些媒体对这本书的评价：
"This book is a dream come true, a must have, a must read and a must use. High-tech financial engineering and numerics are now becoming accessible to the broad quant community."
—Wim Schoutens, Research Professor, University of Leuven

"This is a book I wish I'd owned ten years ago to prepare for the exotic derivatives models hype in equity and rates of the first decade. It saves identifying, finding, screening and reading dozens of papers and treats the full life cycle of the models from theory to implementation. The reader can get quickly familiar with the pre-LSV modelling age. With any luck, the Matlab code will also run on octave."
—Uwe Wystup, Professor of Quantitative Finance/ Founder & CEO, MathFinance

“This book is a nice exposition for those Quants in Financial Engineering who are interested in an overview of modern pricing and calibration techniques in the field of Financial Derivatives. For those who have a strong mathematical background and are interested in implementation issues, this book is a severe choice.”
—Dr. Ingo Schneider, Financial Engineering, DekaBank

“This handbook is a compendium of useful formulae for computational finance. This – and the fact that the authors provide full Matlab code in all cases – makes this work unique. You can test the code as well as looking at the formulae! This book brings many results in one place. It saves much time. The book will certainly be useful as a reference for practitioners, developers and MFE students. In particular, I also see it as a handbook of algorithms that quants can use as input to their favourite production languages C++, C# and Java.”
—Daniel J. Duffy, Founder, Datasim