Download a Brochure

 

Advanced C++ for Computational Finance Daniel Duffy
     
Advanced Finite Difference Method for Quantitative Finance: Theory, Applications and Computation Daniel Duffy
     
Advanced Financial Mathematical Methods – Using Stochastic Volatility and Lévy Processes based models in Finance – Models, Algorithms and Practice - Day 1 Jörg Kienitz
     
Advanced Financial Mathematical Methods – Using Stochastic Volatility and Lévy Processes based models in Finance – Hands On Workshop - Day 2
Jörg Kienitz
     
Monte Carlo Methods in Finance Jörg Kienitz
     
Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib Mark Joshi