{"product_id":"advanced-quantitative-finance-with-modern-c-von-aaron-de-la-rosa-und-aaron-de-la-rosa","title":"Advanced Quantitative Finance with Modern C++","description":"\n                                \n                \u003cp\u003eFrom 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.\u003c\/p\u003e\n                                \n                \n                \u003cp\u003eYou’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.\u003c\/p\u003e\n                                \n                \n                \u003cp\u003ePacked 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.\u003c\/p\u003e\n                                \n                \n                \u003cp\u003e\n                                        \n                    \u003cstrong\u003eWhat You Will Learn\u003c\/strong\u003e\n                                    \n                \u003c\/p\u003e\n                                \n                \n                \u003cul\u003e\n                                        \n                    \n                    \u003cli\u003eUnderstand the mathematics behind Black–Scholes, Vasicek, Hull–White, CIR, BDT, Black–Karasinski, and other core models.\u003c\/li\u003e\n                                        \n                    \n                    \u003cli\u003eApply finite difference schemes, trinomial trees, and Monte Carlo simulations for derivative pricing.\u003c\/li\u003e\n                                        \n                    \n                    \u003cli\u003eBuild and value swaps, swaptions, FRAs, bonds, callable\/convertible debt, and multi-curve term structures.\u003c\/li\u003e\n                                        \n                    \n                    \u003cli\u003eImplement barrier, multi-asset, hybrid, and structured products in C++.\u003c\/li\u003e\n                                        \n                    \n                    \u003cli\u003eModel credit default swaps, cross-currency swaps, and total return structures.\u003c\/li\u003e\n                                        \n                    \n                    \u003cli\u003eUse QuantLib and Boost to create production-grade pricing engines and calibration tools.\u003c\/li\u003e\n                                        \n                    \n                    \u003cli\u003eEmploy Gaussian models, market models, and global optimizers for fitting market data.\u003c\/li\u003e\n                                        \n                    \n                    \u003cli\u003eIntegrate code into professional workflows, ensuring speed, accuracy, and maintainability.\u003c\/li\u003e\n                                        \n                \n                \u003c\/ul\u003e\n                                \n                \n                \u003cp\u003e\n                                        \n                    \u003cstrong\u003eWho This Book is for:\u003c\/strong\u003e\n                                    \n                \u003c\/p\u003e\n                                \n                \n                \u003cp\u003eQuantitative 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.\u003c\/p\u003e\n                                \n                \n                \u003cp\u003eOptional 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.\u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9798868820588\"\u003e\u003ch3\u003eInterest Rate Modeling and Advanced Derivatives\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9798868820588","offer_id":56847800828229,"sku":"9798868820588","price":74.89,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/2a6155c3-8e7e-41f1-9269-0628652385c4.jpg?v=1779253129","url":"https:\/\/shop.autorenwelt.de\/en\/products\/advanced-quantitative-finance-with-modern-c-von-aaron-de-la-rosa-und-aaron-de-la-rosa","provider":"Autorenwelt Shop","version":"1.0","type":"link"}