Skip directly to content

CQF Institute - Educating the quantitative finance community

The CQF Institute provides its members with free educational resources; including video master classes, white papers and networking opportunities through local societies. It serves as a platform for educating and building the quantitative finance community around the globe, inspired by its professional qualification - the Certificate in Quantitative Finance (CQF).

Featured Article

Local Volatility FX Basket Option on CPU and GPU

In this article, Jacques du Toit and Isabel Ehrlich study a basket option written on 10 FX rates driven by a 10 factor local volatility model.