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Advanced Quantitative Finance with C++ by Alonso Peña Ph.D

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Chapter 1. What is Quantitative Finance?

Quantitative Finance studies the application of quantitative techniques to the solution of problems in finance. It spans diverse areas such as the management of investment funds and insurance companies, the control of financial risks for manufacturing companies and banking industry, and the behavior of the financial markets. Quantitative Finance is eminently interdisciplinary building upon key expertise from the disciplines of finance, mathematics, and informatics.

In this book, we will focus on one aspect of Quantitative Finance—the pricing of financial derivatives using the programming language C++. In the following sections, we will describe the main features of the three key disciplines that constitute ...

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