Derivatives Engineering in Rust: Option Pricing, Volatility Modeling, and Risk Architecture - Couverture souple
Synopsis
Reactive Publishing
Modern derivatives markets demand precision, determinism, and computational efficiency. This book provides a rigorous, implementation-focused exploration of quantitative derivatives engineering using Rust as the core systems language.
Designed for quants, financial engineers, and systems developers, this text bridges financial mathematics with production-grade software architecture. Rather than presenting theory in isolation, it integrates pricing models directly into high-performance, memory-safe Rust implementations suitable for research environments and real-world trading infrastructure.
Inside, you will explore:
Foundations of derivatives pricing, including no-arbitrage frameworks and risk-neutral valuation
Implementation of Black–Scholes and stochastic volatility models in Rust
Numerical methods for American options and path-dependent payoffs
Monte Carlo simulation with variance reduction techniques
Construction and interpolation of volatility surfaces
Greeks calculation and sensitivity analysis
Risk architecture design for portfolio aggregation and scenario analysis
Deterministic system design for low-latency financial computation
The book emphasizes:
Strong type systems for financial correctness
Memory safety and concurrency in quantitative engines
Modular architecture for extensible pricing libraries
Reproducible computation pipelines
By the end, readers will understand not only how derivatives models function mathematically, but how to engineer them into scalable, reliable systems using Rust’s ownership model, concurrency primitives, and performance characteristics.
This is a technical work for professionals who want to move beyond scripting prototypes and build robust quantitative infrastructure grounded in sound financial theory and modern systems engineering.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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Derivatives Engineering in Rust
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PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9798248429516
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Derivatives Engineering in Rust (Paperback)
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Paperback. Etat : new. Paperback. Reactive PublishingModern derivatives markets demand precision, determinism, and computational efficiency. This book provides a rigorous, implementation-focused exploration of quantitative derivatives engineering using Rust as the core systems language.Designed for quants, financial engineers, and systems developers, this text bridges financial mathematics with production-grade software architecture. Rather than presenting theory in isolation, it integrates pricing models directly into high-performance, memory-safe Rust implementations suitable for research environments and real-world trading infrastructure.Inside, you will explore: Foundations of derivatives pricing, including no-arbitrage frameworks and risk-neutral valuationImplementation of Black-Scholes and stochastic volatility models in RustNumerical methods for American options and path-dependent payoffsMonte Carlo simulation with variance reduction techniquesConstruction and interpolation of volatility surfacesGreeks calculation and sensitivity analysisRisk architecture design for portfolio aggregation and scenario analysisDeterministic system design for low-latency financial computationThe book emphasizes: Strong type systems for financial correctnessMemory safety and concurrency in quantitative enginesModular architecture for extensible pricing librariesReproducible computation pipelinesBy the end, readers will understand not only how derivatives models function mathematically, but how to engineer them into scalable, reliable systems using Rust's ownership model, concurrency primitives, and performance characteristics.This is a technical work for professionals who want to move beyond scripting prototypes and build robust quantitative infrastructure grounded in sound financial theory and modern systems engineering. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798248429516
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