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Synopsis
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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From the Back Cover
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.
"About this title" may belong to another edition of this title.
- PublisherWorld Scientific Publishing Company
- Publication date2010
- ISBN 10 9814289809
- ISBN 13 9789814289801
- BindingHardcover
- LanguageEnglish
- Number of pages320
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DERIVATIVES ALGORITHMS - VOLUME 1: BONES
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Derivatives Algorithms Vol. 1 : Bones
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ISBN 10: 9814289809
ISBN 13: 9789814289801
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