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実務で使える金融工学 - 金融工学の中でも、特にデリバティブズの価格計算方法を探求する分野であるQuants Financeにおいて、トレーダーやリスク管理担当者などの実務家にとって、理解しやすく、かつ実務でも役に立つような解説書を目指したサイトです。入門書ではないので、基礎編レベルでも、一定の基礎知識がある実務経験者を想定して書いています。上級編、実践編を理解するには、相当程度の実務知識、数学(確率解析)、プログラミング(C++)の知識が必要です。

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