Skip to content

matadorhong/CPP_for_Quantitative_Finance

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

26 Commits
 
 
 
 
 
 
 
 

Repository files navigation

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

About

Financial_Engineering, Financial_Modeling

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages