EAN: 9798868820588

Bilder-Quelle: averdo

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 schemes trinomial trees and Monte Carlo simulations for derivative pricing. Build and value swaps swaptions FRAs bonds callable convertible debt and multi-curve term structures. Implement barrier multi-asset hybrid and structured products in C++. Model credit default swaps cross-currency swaps and total return structures. Use QuantLib and Boost to create production-grade pricing engines and calibration tools. Employ Gaussian models market models and global optimizers for fitting market data. Integrate code into professional workflows ensuring speed accuracy and maintainability. Who This Book is for: Quantitative developers financial engineers traders analysts and graduates students using C++ QuantLib Boost and robust tools to price hedge and manage risk for complex financial instruments—and for software engineers aiming to bridge theory and industry practice in quantitative finance. Optional prerequisite: Mastering Quantitative Finance with Modern C++: Foundations Derivatives and Computational Methods for readers who want to build a solid foundation before tackling the advanced models and projects in this book.

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18.02.2026 um 00:20 Uhr

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