DERIVATIVES ALGORITHMS - VOLUME 1: BONES

Tom Hyer

ISBN 10: 9814289809 / ISBN 13: 9789814289801

Editore: World Scientific Publishing Company, 2010

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Titolo: DERIVATIVES ALGORITHMS - VOLUME 1: BONES

Casa editrice: World Scientific Publishing Company

Data di pubblicazione: 2010

Legatura: Rilegato

Condizione: New

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Riassunto:

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.