From the elegance of the Black–Scholes equation to the complexity of multi-factor interest rate models and hybrid derivatives, this book is your comprehensive guide to quantitative finance, complete with 15+ advanced C++ projects using QuantLib and Boost. You’ll move seamlessly from mathematical foundations to real-world implementation, building a professional-grade toolkit for pricing, risk analysis, and calibration. Inside, you will learn core option pricing methods, master single-and multi-factor interest rate models, and construct and calibrate trees and lattices for advanced derivates. You will also explore cutting edge products: exotic multi-asset options, hybrid derivatives, credit instruments, and cross-currency swaps. Packed with practical source code, step-by-step calibrations, and performance-tuned Boost integration, this book bridges the gap between academic finance and production-grade quant development. Whether you’re a quant developer, financial engineer, or an advanced student, you’ll gain the skills to design, implement, and deploy derivatives pricing models ready for the trading floor.   You Will:  - Understand the mathematics behind Black–Scholes, Vasicek, Hull–White, CIR, BDT, Black–Karasinski, and other core models. - Apply finite difference schemes, trinomial trees, and Monte Carlo simulations for derivative pricing. - Build and value swaps, swaptions, FRAs, bonds, callable/convertible debt, and multi-curve term structures. - Implement barrier, multi-asset, hybrid, and structured products in C++. - Model credit default swaps, cross-currency swaps, and total return structures. - Use QuantLib and Boost to create production-grade pricing engines and calibration tools. Employ Gaussian models, market models, and global optimizers for fitting market data. - Integrate code into professional workflows, ensuring speed, accuracy, and maintainability.