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Derivatives Algorithms Volume 1 Bones 1st Thomas Hyer

  • SKU: BELL-4682588
Derivatives Algorithms Volume 1 Bones 1st Thomas Hyer
$ 31.00 $ 45.00 (-31%)

4.1

100 reviews

Derivatives Algorithms Volume 1 Bones 1st Thomas Hyer instant download after payment.

Publisher: World Scientific Publishing Company
File Extension: PDF
File size: 4.47 MB
Pages: 320
Author: Thomas Hyer
ISBN: 9789814289801, 9814289809
Language: English
Year: 2010
Edition: 1st

Product desciption

Derivatives Algorithms Volume 1 Bones 1st Thomas Hyer by Thomas Hyer 9789814289801, 9814289809 instant download after payment.

"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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