Hi,
I'm currently working as a
Java developer in a back office development team in an investment bank, and want to learn more about financial modelling while enhancing my
J2EE skills. I'm hoping to do this by writing some sample J2EE applications which perform financial modelling (e.g. yield curve calculation, derivative pricing, risk simluation etc)
Has anyone got any recommendations for books or websites to start out with?
Thanks,
Jim