The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous
Create and implement mathematical models in C++ using quantitative finance Overview Describes the key mathematical models used for price equity currency interest rates and credit derivatives The complex models are explained step by step along with a
FrequentlyAsked
Questions
1. What are the different types of Mathematics
found in Quantitative Finance? 20
2. What is arbitrage? 25
3. What is put-call parity? 28
4. What is the central limit theorem and what
are its implications for finance? 31
5. H
FRM 2020 current issues指定阅读材料。Beyond LIBOR: a primer on the new reference rates1
The transition from a reference rate regime centred on interbank offered rates (IBORs) to one based on a new set of overnight risk-free rates (RFRs) is an important par
