matadorhong / CPP_for_Quantitative_Finance

Financial_Engineering, Financial_Modeling

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C++_for_Quantitative_Finance

Concepts and Applications of quantitative finance.

Financial topics:

  • Binomial asset pricing model
  • Risk and expected return of a portfolio
  • Black-Scholes model
  • Risk-neutral probabilities
  • Options pricing
  • Monte-Carlo simulation

License

This project is licensed under the MIT License - see the LICENSE file for details

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Financial_Engineering, Financial_Modeling

License:MIT License


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Language:C++ 100.0%