Maths Primer: Differentiation

In this extract from the CQF maths primer Dr. Randeep Gug introduces differentiation and the calculus foundations which underpins the maths used within the program and the quant finance industry.

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Paul Wilmott
Module 1: The Random Behaviour of Assets
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Module 2: Portfolio Management
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Module 3: Black-Scholes
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Module 4: Machine Learning and Predictive Analytics
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Module 5: SABR Model
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Module 6: Credit Valuation Adjustment
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Module 6: xVA Theory
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Maths Primer: Differentiation
Randeep Gug
Maths Primer: Probability
Peter Jäckel
Lifelong Learning: Further Monte Carlo Methods