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Derivatives Algorithms - Volume 1: Bones PDF
by Hyer Thomas Hyer
Description
Derivatives Algorithms provides a unique expert overview of the abstractions and coding methods which support real-world derivatives trading.
Written by an industry professional with extensive experience in large-scale trading operations, it describes the fundamentals of library code structure, and innovative advanced solutions to thorny issues in implementation.
For the reader already familiar with C++ and arbitrage-free pricing, the book offers an invaluable glimpse of how they combine on an industrial scale.
Topics range from interface design through code generation to the protocols that support ever more complex trades and models.
Information
-
Download - Immediately Available
- Format:PDF
- Pages:320 pages
- Publisher:World Scientific Publishing Company
- Publication Date:14/04/2010
- Category:
- ISBN:9789814466288
Information
-
Download - Immediately Available
- Format:PDF
- Pages:320 pages
- Publisher:World Scientific Publishing Company
- Publication Date:14/04/2010
- Category:
- ISBN:9789814466288