Derivatives Algorithms - Volume 1 (English, Thomas Hyer)
by Thomas Hyer
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789814699518
ISBN-10
9814699519
Author
Thomas Hyer
About the Book
Derivatives Algorithms -- Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing and in programming, and want to build a reusable and extensible library. Rather than specific models, this volume provides foundations common to all pricing, such as C++ code structure, interfaces, and several widely used mathematical methods. It also presents a set of protocols, by which models and trades ca…
ISBN: 9789814699518
ISBN-13: 9789814699518
ISBN-10: 9814699519
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Thomas Hyer is the author of Derivatives Algorithms - Volume 1. Browse more books by Thomas Hyer on BookBajar.
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Product ID: isbn-9789814699518
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