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Description - Derivatives Algorithms - Volume 1: Bones by Thomas Hyer

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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Book Details

ISBN: 9789814289801
ISBN-10: 9814289809
Format: Hardback
Pages: 320
Imprint: World Scientific Publishing Co Pte Ltd
Publisher: World Scientific Publishing Co Pte Ltd
Publish Date: 15-Apr-2010
Country of Publication: Singapore

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