Derivatives algorithms.: Volume 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 libr...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore ; Hackensack, NJ :
World Scientific,
©2010.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | ""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 resource (xii, 306 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9789814289887 9814289884 1282761757 9781282761759 9786612761751 661276175X |
Internformat
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| 245 | 1 | 0 | |a Derivatives algorithms. |n Volume 1, |p Bones / |c Tom Hyer. |
| 246 | 3 | 0 | |a Bones |
| 260 | |a Singapore ; |a Hackensack, NJ : |b World Scientific, |c ©2010. | ||
| 300 | |a 1 online resource (xii, 306 pages) : |b illustrations | ||
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| 520 | |a ""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 | ||
| 505 | 0 | |a 1. Introduction -- 2. Principles. 2.1. Our code. 2.2. Functional programming. 2.3. Type and state. 2.4. Physical code structure. 2.5. Platform. 2.6. Some design patterns. 2.7. Optimization. 2.8. Threads -- 3. Types and interfaces. 3.1. The user base. 3.2. A public example. 3.3. Interface generation. 3.4. Interface types. 3.5. Interface code. 3.6. Other containers. 3.7. Environment. 3.8. Enumerated types -- 4. Vector and matrix computations. 4.1. Customizing vectors. 4.2. Algorithms. 4.3. Matrices and square matrices. 4.4. Matrix multiplication. 4.5. Decompositions (square). 4.6. Decompositions (symmetric). 4.7. Decompositions (sparse). 4.8. Decompositions (other) -- 5. Persistence and memory. 5.1. Storage. 5.2. Extraction. 5.3. Rebuilding. 5.4. Code generation. 5.5. A display interface. 5.6. Auditing. 5.7. More on repositories -- 6. Testing framework. 6.1. Component tests. 6.2. Regression tests. 6.3. No silver bullet -- 7. Further maths. 7.1. Interpolation. 7.2. Special functions. 7.3. Root solvers. 7.4. Underdetermined search. 7.5. Quadrature. 7.6. Distributions. 7.7. Baskets. 7.8. Random and quasi-random numbers. 7.9. PDE solvers. 7.10. American Monte Carlo -- 8. Schedules. 8.1. Enumerated switches. 8.2. Holidays. 8.3. Currencies. 8.4. Increments. 8.5. Legs -- 9. Indices. 9.1. Naming and parsing. 9.2. Fixings. 9.3. Sorting and hashing. 9.4. Implied vol -- 10. Pricing protocols. 10.1. Past and future. 10.2. Underlyings. 10.3. Payments and streams. 10.4. Index paths. 10.5. Defaults and contingent payments. 10.6. Requests and promises. 10.7. Bemudans and barriers. 10.8. Payouts. 10.9. Steps. 10.10. Use case review : PDE. 10.11. Use case review : Monte Carlo and hedge. 10.12. Costs and benefits. 10.13. Assembling the class hierarchy -- 11. Standardized trades. 11.1. Trade classes. 11.2. Cash. 11.3. Equity and FX. 11.4. Legs and swaps. 11.5. Caps. 11.6. Swaps and swaptions. 11.7. Bermudans. 11.8. Composites -- 12. Curves. 12.1. Risk. 12.2. Libor and funding. 12.3. Build instruments. 12.4. Dividend. 12.5. Hazard -- 13. Models. 13.1. Vasicek-Hull-White. 13.2. Interface to numerical pricing. 13.3. Interface to valuation requests. 13.4. Cox-Ingersoll-Ross. 13.5. Black-Karasinski. 13.6. Single equity with local vol. 13.7. A simple hybrid model -- 14. Semianalytic pricers. 14.1. A moment-matching pricer. 14.2. Multimethod objects. 14.3. Method registry. 14.4. Interaction with re-evaluator. 14.5. Interaction with composites. 14.6. Pure pricers. 14.7. Trade-dependent calibration -- 15. Risk. 15.1. Slides and bumps. 15.2. Mutants. 15.3. Reports. 15.4. Portfolios. 15.5. Tasks. 15.6. Slide utilities. 15.7. Conclusions -- 16. Additional code. 16.1. Add multiple. 16.2. Arrayfunctor. 16.3. Boolean. 16.4. Composite. 16.5. Cube. 16.6. Handle. 16.7. Matrix. 16.8. Maybe. 16.9. PWC (piecewise constant). 16.10. Vector -- 16. Acknowledgements and further reading. | |
| 546 | |a English. | ||
| 650 | 0 | |a Derivative securities |x Data processing. | |
| 650 | 0 | |a Algorithms |x Data processing. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Informatique. | |
| 650 | 6 | |a Algorithmes |x Informatique. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Algorithms |x Data processing |2 fast | |
| 758 | |i has work: |a Derivatives algorithms Volume 1 Bones (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGxHp3pbvYmT6hPXWthDYP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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| contents | 1. Introduction -- 2. Principles. 2.1. Our code. 2.2. Functional programming. 2.3. Type and state. 2.4. Physical code structure. 2.5. Platform. 2.6. Some design patterns. 2.7. Optimization. 2.8. Threads -- 3. Types and interfaces. 3.1. The user base. 3.2. A public example. 3.3. Interface generation. 3.4. Interface types. 3.5. Interface code. 3.6. Other containers. 3.7. Environment. 3.8. Enumerated types -- 4. Vector and matrix computations. 4.1. Customizing vectors. 4.2. Algorithms. 4.3. Matrices and square matrices. 4.4. Matrix multiplication. 4.5. Decompositions (square). 4.6. Decompositions (symmetric). 4.7. Decompositions (sparse). 4.8. Decompositions (other) -- 5. Persistence and memory. 5.1. Storage. 5.2. Extraction. 5.3. Rebuilding. 5.4. Code generation. 5.5. A display interface. 5.6. Auditing. 5.7. More on repositories -- 6. Testing framework. 6.1. Component tests. 6.2. Regression tests. 6.3. No silver bullet -- 7. Further maths. 7.1. Interpolation. 7.2. Special functions. 7.3. Root solvers. 7.4. Underdetermined search. 7.5. Quadrature. 7.6. Distributions. 7.7. Baskets. 7.8. Random and quasi-random numbers. 7.9. PDE solvers. 7.10. American Monte Carlo -- 8. Schedules. 8.1. Enumerated switches. 8.2. Holidays. 8.3. Currencies. 8.4. Increments. 8.5. Legs -- 9. Indices. 9.1. Naming and parsing. 9.2. Fixings. 9.3. Sorting and hashing. 9.4. Implied vol -- 10. Pricing protocols. 10.1. Past and future. 10.2. Underlyings. 10.3. Payments and streams. 10.4. Index paths. 10.5. Defaults and contingent payments. 10.6. Requests and promises. 10.7. Bemudans and barriers. 10.8. Payouts. 10.9. Steps. 10.10. Use case review : PDE. 10.11. Use case review : Monte Carlo and hedge. 10.12. Costs and benefits. 10.13. Assembling the class hierarchy -- 11. Standardized trades. 11.1. Trade classes. 11.2. Cash. 11.3. Equity and FX. 11.4. Legs and swaps. 11.5. Caps. 11.6. Swaps and swaptions. 11.7. Bermudans. 11.8. Composites -- 12. Curves. 12.1. Risk. 12.2. Libor and funding. 12.3. Build instruments. 12.4. Dividend. 12.5. Hazard -- 13. Models. 13.1. Vasicek-Hull-White. 13.2. Interface to numerical pricing. 13.3. Interface to valuation requests. 13.4. Cox-Ingersoll-Ross. 13.5. Black-Karasinski. 13.6. Single equity with local vol. 13.7. A simple hybrid model -- 14. Semianalytic pricers. 14.1. A moment-matching pricer. 14.2. Multimethod objects. 14.3. Method registry. 14.4. Interaction with re-evaluator. 14.5. Interaction with composites. 14.6. Pure pricers. 14.7. Trade-dependent calibration -- 15. Risk. 15.1. Slides and bumps. 15.2. Mutants. 15.3. Reports. 15.4. Portfolios. 15.5. Tasks. 15.6. Slide utilities. 15.7. Conclusions -- 16. Additional code. 16.1. Add multiple. 16.2. Arrayfunctor. 16.3. Boolean. 16.4. Composite. 16.5. Cube. 16.6. Handle. 16.7. Matrix. 16.8. Maybe. 16.9. PWC (piecewise constant). 16.10. Vector -- 16. Acknowledgements and further reading. |
| ctrlnum | (OCoLC)681584903 |
| dewey-full | 332.6457028551 |
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| dewey-ones | 332 - Financial economics |
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| discipline | Wirtschaftswissenschaften |
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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</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">1. Introduction -- 2. Principles. 2.1. Our code. 2.2. Functional programming. 2.3. Type and state. 2.4. Physical code structure. 2.5. Platform. 2.6. Some design patterns. 2.7. Optimization. 2.8. Threads -- 3. Types and interfaces. 3.1. The user base. 3.2. A public example. 3.3. Interface generation. 3.4. Interface types. 3.5. Interface code. 3.6. Other containers. 3.7. Environment. 3.8. Enumerated types -- 4. Vector and matrix computations. 4.1. Customizing vectors. 4.2. Algorithms. 4.3. Matrices and square matrices. 4.4. Matrix multiplication. 4.5. Decompositions (square). 4.6. Decompositions (symmetric). 4.7. Decompositions (sparse). 4.8. Decompositions (other) -- 5. Persistence and memory. 5.1. Storage. 5.2. Extraction. 5.3. Rebuilding. 5.4. Code generation. 5.5. A display interface. 5.6. Auditing. 5.7. More on repositories -- 6. Testing framework. 6.1. Component tests. 6.2. Regression tests. 6.3. No silver bullet -- 7. Further maths. 7.1. Interpolation. 7.2. Special functions. 7.3. Root solvers. 7.4. Underdetermined search. 7.5. Quadrature. 7.6. Distributions. 7.7. Baskets. 7.8. Random and quasi-random numbers. 7.9. PDE solvers. 7.10. American Monte Carlo -- 8. Schedules. 8.1. Enumerated switches. 8.2. Holidays. 8.3. Currencies. 8.4. Increments. 8.5. Legs -- 9. Indices. 9.1. Naming and parsing. 9.2. Fixings. 9.3. Sorting and hashing. 9.4. Implied vol -- 10. Pricing protocols. 10.1. Past and future. 10.2. Underlyings. 10.3. Payments and streams. 10.4. Index paths. 10.5. Defaults and contingent payments. 10.6. Requests and promises. 10.7. Bemudans and barriers. 10.8. Payouts. 10.9. Steps. 10.10. Use case review : PDE. 10.11. Use case review : Monte Carlo and hedge. 10.12. Costs and benefits. 10.13. Assembling the class hierarchy -- 11. Standardized trades. 11.1. Trade classes. 11.2. Cash. 11.3. Equity and FX. 11.4. Legs and swaps. 11.5. Caps. 11.6. Swaps and swaptions. 11.7. Bermudans. 11.8. Composites -- 12. Curves. 12.1. Risk. 12.2. Libor and funding. 12.3. Build instruments. 12.4. Dividend. 12.5. Hazard -- 13. Models. 13.1. Vasicek-Hull-White. 13.2. Interface to numerical pricing. 13.3. Interface to valuation requests. 13.4. Cox-Ingersoll-Ross. 13.5. Black-Karasinski. 13.6. Single equity with local vol. 13.7. A simple hybrid model -- 14. Semianalytic pricers. 14.1. A moment-matching pricer. 14.2. Multimethod objects. 14.3. Method registry. 14.4. Interaction with re-evaluator. 14.5. Interaction with composites. 14.6. Pure pricers. 14.7. Trade-dependent calibration -- 15. Risk. 15.1. Slides and bumps. 15.2. Mutants. 15.3. Reports. 15.4. Portfolios. 15.5. Tasks. 15.6. Slide utilities. 15.7. Conclusions -- 16. Additional code. 16.1. Add multiple. 16.2. Arrayfunctor. 16.3. Boolean. 16.4. Composite. 16.5. Cube. 16.6. Handle. 16.7. Matrix. 16.8. Maybe. 16.9. PWC (piecewise constant). 16.10. Vector -- 16. 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| id | ZDB-4-EBU-ocn681584903 |
| illustrated | Illustrated |
| indexdate | 2024-11-26T14:49:01Z |
| institution | BVB |
| isbn | 9789814289887 9814289884 1282761757 9781282761759 9786612761751 661276175X |
| language | English |
| oclc_num | 681584903 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xii, 306 pages) : illustrations |
| psigel | ZDB-4-EBU |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | World Scientific, |
| record_format | marc |
| spelling | Hyer, Tom. http://id.loc.gov/authorities/names/no2010140397 Derivatives algorithms. Volume 1, Bones / Tom Hyer. Bones Singapore ; Hackensack, NJ : World Scientific, ©2010. 1 online resource (xii, 306 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 data file Includes bibliographical references and index. Print version record. ""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 1. Introduction -- 2. Principles. 2.1. Our code. 2.2. Functional programming. 2.3. Type and state. 2.4. Physical code structure. 2.5. Platform. 2.6. Some design patterns. 2.7. Optimization. 2.8. Threads -- 3. Types and interfaces. 3.1. The user base. 3.2. A public example. 3.3. Interface generation. 3.4. Interface types. 3.5. Interface code. 3.6. Other containers. 3.7. Environment. 3.8. Enumerated types -- 4. Vector and matrix computations. 4.1. Customizing vectors. 4.2. Algorithms. 4.3. Matrices and square matrices. 4.4. Matrix multiplication. 4.5. Decompositions (square). 4.6. Decompositions (symmetric). 4.7. Decompositions (sparse). 4.8. Decompositions (other) -- 5. Persistence and memory. 5.1. Storage. 5.2. Extraction. 5.3. Rebuilding. 5.4. Code generation. 5.5. A display interface. 5.6. Auditing. 5.7. More on repositories -- 6. Testing framework. 6.1. Component tests. 6.2. Regression tests. 6.3. No silver bullet -- 7. Further maths. 7.1. Interpolation. 7.2. Special functions. 7.3. Root solvers. 7.4. Underdetermined search. 7.5. Quadrature. 7.6. Distributions. 7.7. Baskets. 7.8. Random and quasi-random numbers. 7.9. PDE solvers. 7.10. American Monte Carlo -- 8. Schedules. 8.1. Enumerated switches. 8.2. Holidays. 8.3. Currencies. 8.4. Increments. 8.5. Legs -- 9. Indices. 9.1. Naming and parsing. 9.2. Fixings. 9.3. Sorting and hashing. 9.4. Implied vol -- 10. Pricing protocols. 10.1. Past and future. 10.2. Underlyings. 10.3. Payments and streams. 10.4. Index paths. 10.5. Defaults and contingent payments. 10.6. Requests and promises. 10.7. Bemudans and barriers. 10.8. Payouts. 10.9. Steps. 10.10. Use case review : PDE. 10.11. Use case review : Monte Carlo and hedge. 10.12. Costs and benefits. 10.13. Assembling the class hierarchy -- 11. Standardized trades. 11.1. Trade classes. 11.2. Cash. 11.3. Equity and FX. 11.4. Legs and swaps. 11.5. Caps. 11.6. Swaps and swaptions. 11.7. Bermudans. 11.8. Composites -- 12. Curves. 12.1. Risk. 12.2. Libor and funding. 12.3. Build instruments. 12.4. Dividend. 12.5. Hazard -- 13. Models. 13.1. Vasicek-Hull-White. 13.2. Interface to numerical pricing. 13.3. Interface to valuation requests. 13.4. Cox-Ingersoll-Ross. 13.5. Black-Karasinski. 13.6. Single equity with local vol. 13.7. A simple hybrid model -- 14. Semianalytic pricers. 14.1. A moment-matching pricer. 14.2. Multimethod objects. 14.3. Method registry. 14.4. Interaction with re-evaluator. 14.5. Interaction with composites. 14.6. Pure pricers. 14.7. Trade-dependent calibration -- 15. Risk. 15.1. Slides and bumps. 15.2. Mutants. 15.3. Reports. 15.4. Portfolios. 15.5. Tasks. 15.6. Slide utilities. 15.7. Conclusions -- 16. Additional code. 16.1. Add multiple. 16.2. Arrayfunctor. 16.3. Boolean. 16.4. Composite. 16.5. Cube. 16.6. Handle. 16.7. Matrix. 16.8. Maybe. 16.9. PWC (piecewise constant). 16.10. Vector -- 16. Acknowledgements and further reading. English. Derivative securities Data processing. Algorithms Data processing. Instruments dérivés (Finances) Informatique. Algorithmes Informatique. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Algorithms Data processing fast has work: Derivatives algorithms Volume 1 Bones (Text) https://id.oclc.org/worldcat/entity/E39PCGxHp3pbvYmT6hPXWthDYP https://id.oclc.org/worldcat/ontology/hasWork Print version: Hyer, Tom. Derivatives algorithms. Volume 1, Bones. Singapore ; Hackensack, NJ : World Scientific, ©2010 9789814289801 (OCoLC)619946416 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=340778 Volltext |
| spellingShingle | Hyer, Tom Derivatives algorithms. 1. Introduction -- 2. Principles. 2.1. Our code. 2.2. Functional programming. 2.3. Type and state. 2.4. Physical code structure. 2.5. Platform. 2.6. Some design patterns. 2.7. Optimization. 2.8. Threads -- 3. Types and interfaces. 3.1. The user base. 3.2. A public example. 3.3. Interface generation. 3.4. Interface types. 3.5. Interface code. 3.6. Other containers. 3.7. Environment. 3.8. Enumerated types -- 4. Vector and matrix computations. 4.1. Customizing vectors. 4.2. Algorithms. 4.3. Matrices and square matrices. 4.4. Matrix multiplication. 4.5. Decompositions (square). 4.6. Decompositions (symmetric). 4.7. Decompositions (sparse). 4.8. Decompositions (other) -- 5. Persistence and memory. 5.1. Storage. 5.2. Extraction. 5.3. Rebuilding. 5.4. Code generation. 5.5. A display interface. 5.6. Auditing. 5.7. More on repositories -- 6. Testing framework. 6.1. Component tests. 6.2. Regression tests. 6.3. No silver bullet -- 7. Further maths. 7.1. Interpolation. 7.2. Special functions. 7.3. Root solvers. 7.4. Underdetermined search. 7.5. Quadrature. 7.6. Distributions. 7.7. Baskets. 7.8. Random and quasi-random numbers. 7.9. PDE solvers. 7.10. American Monte Carlo -- 8. Schedules. 8.1. Enumerated switches. 8.2. Holidays. 8.3. Currencies. 8.4. Increments. 8.5. Legs -- 9. Indices. 9.1. Naming and parsing. 9.2. Fixings. 9.3. Sorting and hashing. 9.4. Implied vol -- 10. Pricing protocols. 10.1. Past and future. 10.2. Underlyings. 10.3. Payments and streams. 10.4. Index paths. 10.5. Defaults and contingent payments. 10.6. Requests and promises. 10.7. Bemudans and barriers. 10.8. Payouts. 10.9. Steps. 10.10. Use case review : PDE. 10.11. Use case review : Monte Carlo and hedge. 10.12. Costs and benefits. 10.13. Assembling the class hierarchy -- 11. Standardized trades. 11.1. Trade classes. 11.2. Cash. 11.3. Equity and FX. 11.4. Legs and swaps. 11.5. Caps. 11.6. Swaps and swaptions. 11.7. Bermudans. 11.8. Composites -- 12. Curves. 12.1. Risk. 12.2. Libor and funding. 12.3. Build instruments. 12.4. Dividend. 12.5. Hazard -- 13. Models. 13.1. Vasicek-Hull-White. 13.2. Interface to numerical pricing. 13.3. Interface to valuation requests. 13.4. Cox-Ingersoll-Ross. 13.5. Black-Karasinski. 13.6. Single equity with local vol. 13.7. A simple hybrid model -- 14. Semianalytic pricers. 14.1. A moment-matching pricer. 14.2. Multimethod objects. 14.3. Method registry. 14.4. Interaction with re-evaluator. 14.5. Interaction with composites. 14.6. Pure pricers. 14.7. Trade-dependent calibration -- 15. Risk. 15.1. Slides and bumps. 15.2. Mutants. 15.3. Reports. 15.4. Portfolios. 15.5. Tasks. 15.6. Slide utilities. 15.7. Conclusions -- 16. Additional code. 16.1. Add multiple. 16.2. Arrayfunctor. 16.3. Boolean. 16.4. Composite. 16.5. Cube. 16.6. Handle. 16.7. Matrix. 16.8. Maybe. 16.9. PWC (piecewise constant). 16.10. Vector -- 16. Acknowledgements and further reading. Derivative securities Data processing. Algorithms Data processing. Instruments dérivés (Finances) Informatique. Algorithmes Informatique. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Algorithms Data processing fast |
| title | Derivatives algorithms. |
| title_alt | Bones |
| title_auth | Derivatives algorithms. |
| title_exact_search | Derivatives algorithms. |
| title_full | Derivatives algorithms. Volume 1, Bones / Tom Hyer. |
| title_fullStr | Derivatives algorithms. Volume 1, Bones / Tom Hyer. |
| title_full_unstemmed | Derivatives algorithms. Volume 1, Bones / Tom Hyer. |
| title_short | Derivatives algorithms. |
| title_sort | derivatives algorithms bones |
| topic | Derivative securities Data processing. Algorithms Data processing. Instruments dérivés (Finances) Informatique. Algorithmes Informatique. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Algorithms Data processing fast |
| topic_facet | Derivative securities Data processing. Algorithms Data processing. Instruments dérivés (Finances) Informatique. Algorithmes Informatique. BUSINESS & ECONOMICS Investments & Securities General. Algorithms Data processing |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=340778 |
| work_keys_str_mv | AT hyertom derivativesalgorithmsvolume1 AT hyertom bones |