Kniha Derivatives Algorithms Thomas Hyer

Derivatives Algorithms

Autor: Thomas Hyer
Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 9-15 dní
57.27
"Derivatives Algorithms" provides a unique expert overview of the abstractions and coding methods wh...

Informácie o knihe

Autor
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2010
Stránok
320
EAN
9789814289801
ISBN
9814289809
Enbook ID
04343662
Hmotnosť
618
Rozmery
159 x 236 x 24

Kompletný popis

"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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