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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Aristotle once said `Those who know, do. Those who understand, teach.' The quantitative finance community is very lucky that Tom Hyer, who both knows and understands, has written this short book. It covers a lot of ground and shows the why and the how of industrial-scale derivatives pricing and risk management. This book is a must for practitioners, and useful for academics as well. --Bank of America Merrill Lynch and Visiting Professor of Mathematics, Imperial College London
The name may not be widely known, but Tom Hyer is among the elite of industry quants and is highly regarded by his peers. Finally, the secretive Black Prince of analytics has unveiled some of his tricks in a book that must not be missed by anyone, from a newbie trying to land a first job to a seasoned veteran who thinks he knows it all. --Vladimir V Piterbarg, Global Head of Quantitative Analytics, Barclays Capital
The name may not be widely known, but Tom Hyer is among the elite of industry quants and is highly regarded by his peers. Finally, the secretive Black Prince of analytics has unveiled some of his tricks in a book that must not be missed by anyone, from a newbie trying to land a first job to a seasoned veteran who thinks he knows it all. --Vladimir V Piterbarg, Global Head of Quantitative Analytics, Barclays Capital
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
EUR 7,16 expédition depuis Etats-Unis vers France
Destinations, frais et délaisGratuit expédition depuis Etats-Unis vers France
Destinations, frais et délaisVendeur : Better World Books, Mishawaka, IN, Etats-Unis
Etat : Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. N° de réf. du vendeur 15864119-6
Quantité disponible : 1 disponible(s)
Vendeur : Romtrade Corp., STERLING HEIGHTS, MI, Etats-Unis
Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. N° de réf. du vendeur ABNR-147616
Quantité disponible : 1 disponible(s)
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEJUNE24-293273
Quantité disponible : 1 disponible(s)
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur CW-9789814289801
Quantité disponible : 15 disponible(s)
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur CW-9789814289801
Quantité disponible : 15 disponible(s)
Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : Used. pp. 320. N° de réf. du vendeur 261415562
Quantité disponible : 1 disponible(s)
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : Used. pp. 320. N° de réf. du vendeur 181415552
Quantité disponible : 1 disponible(s)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : Used. pp. 320. N° de réf. du vendeur 6432341
Quantité disponible : 1 disponible(s)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In. N° de réf. du vendeur ria9789814289801_new
Quantité disponible : Plus de 20 disponibles
Vendeur : California Books, Miami, FL, Etats-Unis
Etat : New. N° de réf. du vendeur I-9789814289801
Quantité disponible : Plus de 20 disponibles