Advanced Quantitative Finance With Modern C++ : Interest Rate Modeling and Ad...

by De La Rosa, Aaron

€64 · Offered by eBay

Advanced Quantitative Finance With Modern C++ : Interest Rate Modeling and Advanced Derivatives, Paperback by De La Rosa, Aaron, ISBN 9798868820588, ISBN-13 9798868820588, Like New Used, Free P&P in the UK From the elegance of the Black–Scholes equation to the complexity of multi-factor interest rate models and hybrid derivatives, this book is your comprehensive guide to quantitative finance, complete with 15+ advanced C++ projects using QuantLib and Boost. You’ll move seamlessly from mathematical foundations to real-world implementation, building a professional-grade toolkit for pricing, risk analysis, and calibration. Inside, you will learn core option pricing methods, master single-and multi-factor interest rate models, and construct and calibrate trees and lattices for advanced derivatives. You will also explore cutting edge products: exotic multi-asset options, hybrid derivatives, credit instruments, and cross-currency swaps. Packed with practical source code, step-by-step calibrations, and performance-tuned Boost integration, this book bridges the gap between academic finance and production-grade quant development. Whether you’re a quant developer, financial engineer, or an advanced student, you’ll gain the skills to design, implement, and deploy derivatives pricing models ready for the trading floor. What You Will Learn Understand the mathematics behind Black–Scholes, Vasicek, Hull–White, CIR, BDT, Black–Karasinski, and other core models. Apply finite difference scheme

• ISBN: 9798868820588
• Condition: Fine

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