Advanced mathematics is utilized to model financial markets in this comprehensive exploration of quantitative finance. The book begins with detailed exercises covering equity, commodity, currency, fixed-income, and credit derivatives, providing a solid foundation. It further delves into complex applications, including the multifactor Heath-Jarrow-Morton model and the uncertain volatility model by Avellaneda-Levy-Paras. Readers will find algorithms and programming codes to verify theoretical results and create their own models, making it a practical resource for aspiring quantitative analysts.
