Educating the quantitative finance community
Promoting the highest standard in practical financial engineering, the CQF Institute provides a platform for educating and building the quantitative finance community around the globe.
Promoting the highest standard in practical financial engineering, the CQF Institute provides a platform for educating and building the quantitative finance community around the globe.
This video looks at QMC from the basic theory to its benefits in computations.
In this column published in Wilmott Magazine, Aaron Brown discusses the difference between the teachings of new and old maths.
Options are analysed and valued in the context of Merton’s (1987) ‘Simple Model of Capital Market Equilibrium with Incomplete Information’.