Książka Derivatives Algorithms Thomas Hyer

Derivatives Algorithms

Autor: Thomas Hyer
Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 9-15 dni
253.90
"Derivatives Algorithms" provides a unique expert overview of the abstractions and coding methods wh...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2010
strony
320
EAN
9789814289801
ISBN
9814289809
Enbook ID
04343662
Waga
618
Wymiary
159 x 236 x 24

Pełny opis

"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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