文件名称：Advanced Quantitative Finance with C++
文件大小：5.45MB
文件格式：PDF
更新时间：2022-02-13 22:20:54
Finance C++
Table of Contents reface 1 Chapter 1: What is Quantitative Finance? 5 Discipline 1 – fnance (fnancial derivatives) 5 Discipline 2 – mathematics 8 Discipline 3 – informatics (C++ programming) 9 The Bento Box template 10 Summary 12 Chapter 2: Mathematical Models 13 Equity 13 Foreign exchange 17 Interest rates 20 Short rate models 20 Market models 22 Credit 25 Structural models 26 Intensity models 28 Summary 31 Chapter 3: Numerical Methods 33 The Monte Carlo simulation method 34 Algorithm of the MC method 35 Example of the MC method 37 The Binomial Trees method 39 Algorithm of the BT method 39 Example of the BT method 42