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Description - Principles of Quantitative Development by Manoj Thulasidas

Principles of Quantitative Development is a practical guide to designing, building and deploying a trading platform. It is also a lucid and succinct expose on the trade life cycle and the business groups involved in managing it, bringing together the big picture of how a trade flows through the systems, and the role of a quantitative professional in the organization. The book begins by looking at the need and demand for in-house trading platforms, addressing the current trends in the industry. It then looks at the trade life cycle and its participants, from beginning to end, and then the functions within the front, middle and back office, giving the reader a full understanding and appreciation of the perspectives and needs of each function. The book then moves on to platform design, addressing all the fundamentals of platform design, system architecture, programming languages and choices. Finally, the book focuses on some of the more technical aspects of platform design and looks at traditional and new languages and approaches used in modern quantitative development. The book is accompanied by a CD-ROM, featuring a fully working option pricing tool with source code and project building instructions, illustrating the design principles discussed, and enabling the reader to develop a mini-trading platform. The book is also accompanied by a website http://pqd.thulasidas.com that contains updates and companion materials.

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Book Details

ISBN: 9780470745700
ISBN-10: 0470745703
Format: Hardback
(237mm x 168mm x 25mm)
Pages: 252
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 2-Jul-2010
Country of Publication: United Kingdom

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Author Biography - Manoj Thulasidas

A physicist-turned-quant, Dr. Manoj Thulasidas works as asenior quantitative professional at Standard Chartered Bank inSingapore, focusing on the design and deployment of tradingsystems. Well recognized in his field, the author is a regularcolumnist for Wilmott Magazine, and has published several articleson a variety of topics related to quants and quantitativefinance. Thulasidas received his undergraduate degree from IIT, Madras in1987. A physics aficionado, he then studied fundamental particlesand interactions at the CLEO collaboration at Cornell Universityduring 1988-93. After receiving his Ph.D from Syracuse University,he continued his work at the ALEPH collaboration at CERN, Geneva.During his 10-year career as a research scientist in the field ofhigh energy physics, he co-authored over 190 publications. In 2005, the author switched to quantitative finance, and joinedOCBC, a regional bank in Singapore. He led the quantitativeanalytics team for pricing model validation and other mathematicaltasks. This middle office job, involving risk management andcurtailing ebullient traders, gave him a thorough overview ofpricing models and, perhaps more importantly, a perfectunderstanding of the conflict-driven implementation of the riskappetite of the bank. Later on, he moved to Standard CharteredBank, taking care of their in-house trading platforms, whichfurther enhanced his "big picture" outlook and inspired him towrite Principles of Quantitative Development.