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Derivatives Algorithms - Volume 1: Bones (Hardcover) Loot Price: R1,479
Discovery Miles 14 790
Repayment Terms: R139 pm x 12*
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Derivatives Algorithms - Volume 1: Bones (Hardcover): Thomas Hyer

Derivatives Algorithms - Volume 1: Bones (Hardcover)

Thomas Hyer

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Loot Price R1,479 Discovery Miles 14 790 | Repayment Terms: R139 pm x 12*

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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.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Release date: April 2010
First published: April 2010
Authors: Thomas Hyer
Dimensions: 236 x 159 x 23mm (L x W x T)
Format: Hardcover
Pages: 320
ISBN-13: 978-981-4289-80-1
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 981-4289-80-9
Barcode: 9789814289801

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