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资源说明：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
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