Derivatives Algorithms, Volume 1: Bones
Thomas Hyer
"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.
หมวดหมู่:
ปี:
2010
ฉบับพิมพ์ครั้งที่:
1st
สำนักพิมพ์:
World Scientific Publishing Company
ภาษา:
english
จำนวนหน้า:
320
ISBN 10:
9814289809
ISBN 13:
9789814289801
ไฟล์:
PDF, 4.47 MB
IPFS:
,
english, 2010