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Advanced Quantitative Finance with C++

โœ Scribed by Alonso Pea

Publisher
Packt Publishing
Year
2014
Tongue
English
Leaves
124
Category
Library
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โœฆ Synopsis

This book will introduce you to the key mathematical models used to price financial derivatives, as well as the implementation of main numerical models used to solve them. In particular, equity, currency, interest rates, and credit derivatives are discussed. In the first part of the book, the main mathematical models used in the world of financial derivatives are discussed. Next, the numerical methods used to solve the mathematical models are presented. Finally, both the mathematical models and the numerical methods are used to solve some concrete problems in equity, forex, interest rate, and credit derivatives.

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