9798248429516 - derivatives engineering in rust: option pricing, volatility modeling, and risk architecture di crossley, ethan (5 risultati)
- Brossura
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 34,27
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 31,03
EUR 5,87 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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- Print on Demand
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 31,11
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Print on Demand.
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- Print on Demand
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 34,92
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. Reactive PublishingModern derivatives markets demand precision, determinism, and computational efficiency. This book provides a rigorous, implementation-focused exploration of quantitative derivatives engineering using Rust as the core systems language.Designed for quants, financial enginee…rs, and systems developers, this text bridges financial mathematics with production-grade software architecture. Rather than presenting theory in isolation, it integrates pricing models directly into high-performance, memory-safe Rust implementations suitable for research environments and real-world trading infrastructure.Inside, you will explore: Foundations of derivatives pricing, including no-arbitrage frameworks and risk-neutral valuationImplementation of Black-Scholes and stochastic volatility models in RustNumerical methods for American options and path-dependent payoffsMonte Carlo simulation with variance reduction techniquesConstruction and interpolation of volatility surfacesGreeks calculation and sensitivity analysisRisk architecture design for portfolio aggregation and scenario analysisDeterministic system design for low-latency financial computationThe book emphasizes: Strong type systems for financial correctnessMemory safety and concurrency in quantitative enginesModular architecture for extensible pricing librariesReproducible computation pipelinesBy the end, readers will understand not only how derivatives models function mathematically, but how to engineer them into scalable, reliable systems using Rust's ownership model, concurrency primitives, and performance characteristics.This is a technical work for professionals who want to move beyond scripting prototypes and build robust quantitative infrastructure grounded in sound financial theory and modern systems engineering. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
- Brossura
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 34,89
EUR 43,23 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. Reactive PublishingModern derivatives markets demand precision, determinism, and computational efficiency. This book provides a rigorous, implementation-focused exploration of quantitative derivatives engineering using Rust as the core systems language.Designed for quants, financial enginee…rs, and systems developers, this text bridges financial mathematics with production-grade software architecture. Rather than presenting theory in isolation, it integrates pricing models directly into high-performance, memory-safe Rust implementations suitable for research environments and real-world trading infrastructure.Inside, you will explore: Foundations of derivatives pricing, including no-arbitrage frameworks and risk-neutral valuationImplementation of Black-Scholes and stochastic volatility models in RustNumerical methods for American options and path-dependent payoffsMonte Carlo simulation with variance reduction techniquesConstruction and interpolation of volatility surfacesGreeks calculation and sensitivity analysisRisk architecture design for portfolio aggregation and scenario analysisDeterministic system design for low-latency financial computationThe book emphasizes: Strong type systems for financial correctnessMemory safety and concurrency in quantitative enginesModular architecture for extensible pricing librariesReproducible computation pipelinesBy the end, readers will understand not only how derivatives models function mathematically, but how to engineer them into scalable, reliable systems using Rust's ownership model, concurrency primitives, and performance characteristics.This is a technical work for professionals who want to move beyond scripting prototypes and build robust quantitative infrastructure grounded in sound financial theory and modern systems engineering. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
