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Derivatives Algorithms - Volume 1: Bones
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Derivatives Algorithms - Volume 1: Bones

Book Details

Format Hardback or Cased Book
ISBN-10 9814289809
ISBN-13 9789814289801
Publisher World Scientific Publishing Co Pte Ltd
Imprint World Scientific Publishing Co Pte Ltd
Country of Manufacture GB
Country of Publication GB
Publication Date Apr 15th, 2010
Print length 320 Pages
Weight 594 grams
Dimensions 23.60 x 15.90 x 2.30 cms
Ksh 8,650.00
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Provides an overview of the abstractions and coding methods which support real-world derivatives trading. This work describes the fundamentals of library code structure, and innovative advanced solutions to thorny issues in implementation.
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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