Nonfiction | Business & Investing

Derivatives Algorithms - Volume 1 : Bones

by TOM Hyer

2020-05-26 13:45:34

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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 describe... Read more
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. Less

Book Details

File size9x6.1x0.9inches
Print pages306
PublisherWorld Scientific Publishing Company
Publication date April 1, 2010
LanguageEnglish
ISBN9789814289801
autor-image
TOM Hyer
Author
...

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