DERIVATIVES ALGORITHMS

Name: DERIVATIVES ALGORITHMS
Brand: World Scientific
SKU: 9789814289801-V
Price: 1.69 EUR
Availability: OutOfStock
Rating: 5 (1 reviews)

By Hyer Tom

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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
Languages:: Original: English
Number of Pages:: 320
Publisher:: World Scientific
Publication Date:: 2010-04-14
ISBN / EAN:: 9789814289801
Weight:: 616 g
Dimensions:: 16/24/2 cm
GPSR Manufacturer Reference:: [email protected]

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