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Learning about Financial Modelling in Java

 
Greenhorn
Posts: 17
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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
 
Ranch Hand
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best website is probably willmott.com
trawl thru the books section, although most stuff will be in c++
 
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