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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.
Format
PDF-ebook
Language
english 
Pages
320
File Size
4.8 MB
retrievable
24 months after purchase
Copy Protection
Adobe DRM
Publisher
World Scientific Publishing Company
place of publication
Singapore/SG
Edition
Published
Product No.
DG2448082

'Derivatives Algorithms - Volume 1: Bones' by Thomas Hyer is a digital PDF ebook for direct download to PC, Mac, Notebook, Tablet, iPad, iPhone, Smartphone, eReader - but not for Kindle. A DRM capable reader equipment is required.

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