Could anyone recommend me a good book for an introduction to start programming quantative finance (preferably in R)? I found a lot of different ones, but unfortunately without any reviews.


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    $\begingroup$ A very good one is An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation. It's in Matlab (which is close to R) and very good! $\endgroup$ – phdstudent Jul 23 at 14:30

My two cents!

Simulation and Inference for Stochastic Differential Equations, with R Examples, by Stefano M.lacus

The name is a bit geeky but it is very quant 'financy'.


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