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Derivatives Algorithms

Language EnglishEnglish
Book Hardback
Book Derivatives Algorithms Thomas Hyer
Libristo code: 04343662
Publishers World Scientific Publishing, March 2010
"Derivatives Algorithms" provides a unique expert overview of the abstractions and coding methods wh... Full description
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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 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.

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About the book

Full name Derivatives Algorithms
Author Thomas Hyer
Language English
Binding Book - Hardback
Date of issue 2010
Number of pages 320
EAN 9789814289801
ISBN 9814289809
Libristo code 04343662
Publishers World Scientific Publishing
Weight 618
Dimensions 159 x 236 x 24

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
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