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Derivatives Algorithms – Volume 1: Bones

Original price was: ₹5046.00.Current price is: ₹3785.00.

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Author Hyer Tom
ISBN 9789814289801
Published Language English
Publication Year 2010
Publisher World Scientific
Binding Hardback
Original Price $58
Pages 320
Ships By 2-3 days

Description

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.

About the author
Head of Quantitative Analytics, Ubs, USA

Additional information

Weight 0.601 kg
Dimensions 22.9 × 15.2 cm
Author

ISBN

Publisher

Pages

320

Ships By

2-3 days