Hidden Bibliographic Details
Varying Form of Title: | Bones
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ISBN: | 9789814289887 9814289884 9789814289801 9814289809 1282761757 9781282761759 9786612761751 661276175X
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Digital file characteristics: | data file
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Notes: | Includes bibliographical references and index. English. Print version record.
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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.
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Other form: | Print version: Hyer, Tom. Derivatives algorithms. Volume 1, Bones. Singapore ; Hackensack, NJ : World Scientific, ©2010 9789814289801
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