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Thomas Hyer 
Derivatives Algorithms – Volume 1: Bones 
Volume 1: Bones

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Cover of Thomas Hyer: Derivatives Algorithms - Volume 1: Bones (PDF)
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.
€94.99
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Language English ● Format PDF ● Pages 320 ● ISBN 9789814289887 ● File size 4.8 MB ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 2010 ● Downloadable 24 months ● Currency EUR ● ID 2448082 ● Copy protection Adobe DRM
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