Derivatives Algorithms - Volume 1: Bones
by
Thomas Hyer
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
Product Classification:
Investment & securitiesInvestment and securities
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.
Get Derivatives Algorithms - Volume 1: Bones by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by World Scientific Publishing Co Pte Ltd and it has pages.