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(Ebook) Derivatives Algorithms, Volume 1: Bones by Thomas Hyer ISBN 9789814289801, 9814289809

  • SKU: EBN-4682588
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Instant download (eBook) Derivatives Algorithms, Volume 1: Bones after payment.
Authors:Thomas Hyer
Pages:320 pages.
Year:2010
Editon:1st
Publisher:World Scientific Publishing Company
Language:english
File Size:4.47 MB
Format:pdf
ISBNS:9789814289801, 9814289809
Categories: Ebooks

Product desciption

(Ebook) Derivatives Algorithms, Volume 1: Bones by Thomas Hyer ISBN 9789814289801, 9814289809

"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.
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