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
Sample lecture video - Sebastien Lleo
Module 2: Portfolio Management
Sample lecture video - Riaz Ahmad
Module 3: Black-Scholes
Dr. Sébastian Lleo
Module 4: Classification and Clustering Ideas
Pat Hagan
Module 5: SABR Model
Alonso Pena
Module 6: Credit Valuation Adjustment
Jon Gregory
Module 6: xVA Theory
Randeep Gug
Maths Primer: Differentiation
Sample lecture video - Randeep Gug
Maths Primer: Probability
Sample lecture video - Peter Jäckel
Lifelong Learning: Further Monte Carlo Methods