I’m an engineering student nearing graduation with an MSc in Applied Mathematics. I've studied Monte Carlo methods, time series analysis, and stochastic calculus, with a focus on portfolio optimization and options in my student projects. I came across this post with a great list of book recommendations: What are the quantitative finance books that we should all have in our shelves?. However, I'm specifically looking for books that focus on project-like exercises where you apply Monte Carlo methods, time series analysis, and similar techniques to solve practical problems. Any suggestions would be greatly appreciated!
6
-
$\begingroup$ amazon.com/dp/047005316X ? $\endgroup$– Dimitri VulisCommented Dec 10 at 16:45
-
$\begingroup$ Thank you! I will have a look! $\endgroup$– Mathstudent123Commented Dec 10 at 16:48
-
$\begingroup$ look also at dx.doi.org/10.2139/ssrn.2473289 $\endgroup$– Dimitri VulisCommented Dec 10 at 17:58
-
$\begingroup$ time-series wise, what you're looking for is kind of rare but this book is well known for its case studies. onlinelibrary.wiley.com/doi/book/10.1002/9781118150528 $\endgroup$– mark leedsCommented Dec 10 at 18:12
-
$\begingroup$ Thank you Mark, I will try to get ahold of it! Thank you Dimitri, this paper looks very relevant! $\endgroup$– Mathstudent123Commented Dec 10 at 19:38
|
Show 1 more comment