The text is aimed at the overlap between financial research and computer programming. A distinctive and rare blend of the two fields. The authors are essentially teaching one field to a reader already perhaps versed in the other. If so, then considerable portions of the book will already be familiar territory. But it is how you work in the other field that is valuable.



One thing. If you hail from programming, you'd better also have a strong background in statistics. The financial theory and simulations make heavy use of advanced stats. Like dynamic correlation models, or GARCH models, or Copula functions.



For programming, the language of preference in the text is Java. Good choice for implementing strong object oriented code.

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