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DERIVATIVES ALGORITHMS

DERIVATIVES ALGORITHMS book

DERIVATIVES ALGORITHMS

0 - Used - very good
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.
Product details
Edition:
1
Number of Pages:
320
Release Date:
2010-04-15
Publication Date:
2010-04-14
Publisher:
World Scientific
Languages:
Original: English
ISBN10:
9814289809
ISBN13:
9789814289801
Weight:
616 g
Height:
157 cm
Width:
235 cm
Thickness:
22 cm
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