2 seminal references
For those interested in model building, I have selected 2 references. Among thousands of articles and books, I think those 2 are the one to be read… They give the essential concepts and mathematics. Of course, this post is focused on experts in financial model building.
If you are interested by ideas and a reformulation of all this without any mathematics, first read or free ebooks free_ebooks.pdf…
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In the future, I will give some references that I find interesting on this blog… sometimes for pure model builders, most of the time for anyone interested on financial markets with no mathematical background. If you have any question, do not hesitate to contact me @ the email address above…