Derivatives algorithms: Volume 1, Bones
Material type: TextPublication details: 2010 World Scientific SingaporeDescription: xii, 306 pISBN:- 9789814289801
- 332.6457 H9D3
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Book | Ahmedabad | 332.6457 H9D3 (Browse shelf(Opens below)) | Available | 171830 |
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332.6457 C8D3 Derivative pricing in discrete time | 332.6457 D4D3 Derivative markets in India: trading, pricing, and risk management | 332.6457 D8A5 All about high-frequency trading | 332.6457 H9D3 Derivatives algorithms: Volume 1, Bones | 332.6457 L3C6 Codes of finance: engineering derivatives in a global bank |
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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