Derivatives Algorithms

Name: Derivatives Algorithms
Brand: World Scientific Publishing
SKU: 9789814289801
Price: 1385 CZK
Availability: InStock

Autor: Thomas Hyer

Jazyk:

Vazba: Pevná

Vydavatel: World Scientific Publishing

Dostupnost: Skladem u dodavatele

Odesíláme za 9-15 dnů

1 385 Kč

"Derivatives Algorithms" provides a unique expert overview of the abstractions and coding methods wh...

Informace o knize

Autor

Thomas Hyer

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2010

Stránek

320

EAN

9789814289801

ISBN

9814289809

Enbook ID

04343662

Vydavatel

World Scientific Publishing

Hmotnost

618

Rozměry

159 x 236 x 24

Kompletní popis

"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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Derivatives Algorithms

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