Derivatives algorithms, Volume 1, Bones:
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Bibliographische Detailangaben
1. Verfasser: Hyer, Tom (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific ©2010
Schlagworte:
Online-Zugang:FAW01
FAW02
FLA01
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Beschreibung:Includes bibliographical references and index
v. 1. Bones
""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 tha
Beschreibung:1 Online-Ressource (xii, 306 pages)
ISBN:9789814289801
9789814289887
9814289809
9814289884

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