Книга Derivatives Algorithms Thomas Hyer

Derivatives Algorithms

Автор: Thomas Hyer
Език: Английски език
Корици: С твърди корици
Издател: World Scientific Publishing
Наличност: Външен склад
Изпращаме след 9-15 дни
59.97 117.30 лв
"Derivatives Algorithms" provides a unique expert overview of the abstractions and coding methods wh...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2010
страници
320
EAN
9789814289801
ISBN
9814289809
Enbook ID
04343662
Теглоt
618
Размери
159 x 236 x 24

Пълно описание

"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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