Derivatives Algorithms - Volume 1: Bones e-bog
173,39 DKK
(inkl. moms 216,74 DKK)
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...
E-bog
173,39 DKK
Forlag
World Scientific
Udgivet
14 april 2010
Længde
320 sider
Genrer
Investment and securities
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9789814466288
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.