Low Latency Interest Rate Markets: Theory, Pricing and Practice - Couverture souple

Burgess, Nicholas

Couverture souple

ISBN 10 : 9994985949 ISBN 13 : 9789994985944

Editeur : Eliva Press, 2023

Synopsis

In today’s interest rate derivatives markets, there is a rising urgency to provide timely, accurate computations to adequately support for electronic pricing, trading and risk management. The construction of low latency interest rate systems is a challenging task at the leading edge of quantitative and practical applications. For readers with a need to understand the theoretical and practical content of such systems there is no other source needed except this one book. With great clarity of text and its emphasis on pragmatic applications, all written by an industry practitioner, this book sets the standard for low latency practice in today’s interest rate derivatives markets.
Ronald T. Slivka, Ph.D., Adjunct Professor, NYU Tandon School of Engineering

The world of quantitative finance is constantly evolving to meet the requirements of an ever-changing market, new regulations, improvements in technology and the greater need for real-time calculations. This book addresses these challenges and is the result of years of experience at leading financial institutions. It is remarkable in the wide-ranging topics it covers, and the level of mathematical detail it contains while remaining accessible. This book is a worthy reference on every quant bookshelf.
Ian Castleton, Director of Quantitative Analytics, Mizuho International

Nicholas is a world-class Quant and thinker, who capably traverses academic theory for market practitioners to integrate into their investment and risk processes. This book is poised to be a critical compendium on rates markets for years to come.
Karim Henide, Portfolio Manager, Record Currency Management

About the Author:
Nicholas Burgess specializes in electronic swaps trading, low latency pricing and risk analytics. He has written and published many quantitative and finance research papers and is well-qualified having read Financial Strategy at Saïd Business School, University of Oxford, Quant Finance at Henley Business School, University of Reading and Mathematics at the University of Manchester.

He has managed Quant teams and worked on busy trading floors at investment banks and hedge funds including Citigroup, UBS, Credit Suisse, Bank of America, CQS Hedge Fund, Deutsche Bank, Commerzbank, Société Générale, ANZ, MUFG, Mizuho, HSBC and XP Investments. This provided the author with a wide breadth of experience in trading, pricing and risk management of interest rates, fixed income, equities, credit, commodities, FX, hybrids & exotics, inflation and XVA.

Détails de l'édition

• Éditeur: Eliva Press
• Date d'édition: 2023
• Langue: anglais
• ISBN 10: 9994985949
• ISBN 13: 9789994985944
• Reliure: Broché
• Nombre de pages: 451
• Coordonnées du fabricant: Manufactured by Amazon on behalf of the author; https://www.amazon.fr/hz/contact-us; ; c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy; Luxembourg; L-1855; Luxembourg