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pjf (2464)

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I run Perl Training Australia [].

I help with Melbourne Perl Mongers.

I spend an awful lot of time talking about Perl, and have had my picture in the Australian newspapers with a camel. That's rather scary.

Journal of pjf (2464)

Monday February 21, 2005
01:36 AM

Financial Mathematics.

[ #23280 ]

Financial Mathematics
Have just discovered that William Sharpe (of Sharpe ratio fame) has an on-line book on Macro-Investment Analysis. The book is very user friendly and readable; I stayed up somewhat late last night engrossed in stories of portfolios of stocks and bonds of the fictional Apple Tree Firm.

An excellent read for anyone interested in financial mathematics and modern portfolio management.

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