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.
Bahasa Inggeris ● Format PDF ● Halaman-halaman 320 ● ISBN 9789814289887 ● Saiz fail 4.8 MB ● Penerbit World Scientific Publishing Company ● Bandar raya Singapore ● Negara SG ● Diterbitkan 2010 ● Muat turun 24 bulan ● Mata wang EUR ● ID 2448082 ● Salin perlindungan Adobe DRM
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