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.
Limba Engleză ● Format PDF ● Pagini 320 ● ISBN 9789814289887 ● Mărime fișier 4.8 MB ● Editura World Scientific Publishing Company ● Oraș Singapore ● Țară SG ● Publicat 2010 ● Descărcabil 24 luni ● Valută EUR ● ID 2448082 ● Protecție împotriva copiilor Adobe DRM
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