Derivatives algorithms: Volume 1, Bones

By:

Hyer, Tom

Material type: Text

TextPublication details: 2010 World Scientific SingaporeDescription: xii, 306 pISBN:

9789814289801

Subject(s):

DDC classification:

332.6457 H9D3

Summary: 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.(http://www.worldscibooks.com/economics/7524.html)

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	332.6457 H9D3 (Browse shelf(Opens below))	Available		171830

Total holds: 0

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.(http://www.worldscibooks.com/economics/7524.html)

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