Derivatives algorithms. Volume 1, Bones /

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Bibliographic Details
Author / Creator:Hyer, Tom.
Imprint:Singapore ; Hackensack, NJ : World Scientific, ©2010.
Description:1 online resource (xii, 306 pages) : illustrations
Language:English
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11233127
Hidden Bibliographic Details
Varying Form of Title:Bones
ISBN:9789814289887
9814289884
9789814289801
9814289809
1282761757
9781282761759
9786612761751
661276175X
Digital file characteristics:data file
Notes:Includes bibliographical references and index.
English.
Print version record.
Summary:""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.
Other form:Print version: Hyer, Tom. Derivatives algorithms. Volume 1, Bones. Singapore ; Hackensack, NJ : World Scientific, ©2010 9789814289801