Description
| 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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| Physical Description: | 1 online resource (xii, 306 pages) : illustrations |
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| Bibliography: | Includes bibliographical references and index. |
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| ISBN: | 9789814289887
9814289884
1282761757
9781282761759
9786612761751
661276175X |
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| Language: | English. |
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| Source of Description, Etc. Note: | Print version record. |
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