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: Classification and Clustering Ideas, Techniques and Algorithms
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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
Randeep Gug
Maths Primer: Differentiation
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Maths Primer: Probability
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Lifelong Learning: Further Monte Carlo Methods