Ok so I've understood stochastic calculus and continuous finance. Basically, all of Bjork's "Arbitrage Theory in Continuous Time".

What books/topics come next? I was thinking of taking a more practical approach by reading Joshi's "C++ design patterns" or maybe "Monte Carlo methods in Financial engineering", but is this a good idea, or is there more theory to learn? If so, from what source?

  • $\begingroup$ Karatsas and Shreve, and Gatheral $\endgroup$ – Ivan Mar 10 '18 at 11:45

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.