國立高雄大學圖資館 |

Language: English

Back

Derivatives algorithms.Volume 1,Bones

Hyer, Tom.

Derivatives algorithms.Volume 1,Bones

Record Type:	Electronic resources : Monograph/item
Title/Author:	Derivatives algorithms.Tom Hyer.
Author:	Hyer, Tom.
Published:	Singapore ;World Scientific Pub. Co.,c2010.
Description:	xi, 306 p.
Notes:	Includes index.
Subject:	Derivative securitiesData processing.
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/7524#t=toc
ISBN:	9789814289887 (electronic bk.)

Derivatives algorithms.Volume 1,Bones
Hyer, Tom.

Derivatives algorithms.Volume 1,Bones[electronic resource] /Tom Hyer. - Singapore ;World Scientific Pub. Co.,c2010. - xi, 306 p.

Includes index.

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.

Electronic reproduction.
Singapore :
World Scientific Publishing Co.,
2010.

System requirements: Adobe Acrobat Reader.

ISBN: 9789814289887 (electronic bk.)Subjects--Topical Terms:

233797
Derivative securities
--Data processing.

LC Class. No.: HG6024

Dewey Class. No.: 332.6457028551

Derivatives algorithms.Volume 1,Bones
LDR:01595nmm a2200265 a 4500 001 345461
003 WSP
005 20100705115629.0
006 m d
007 cr cuu|||uu|||
008 121106s2010 si s 001 0 eng d
020 $a 9789814289887 (electronic bk.)
020 $z 9814289809
020 $z 9789814289801
035 $a 00000973
050 4 $a HG6024
082 0 4 $a 332.6457028551 $2 22
100 1 $a Hyer, Tom. $3 575414
245 1 0 $a Derivatives algorithms. $n Volume 1, $p Bones $h [electronic resource] / $c Tom Hyer.
260 $a Singapore ; $a Hackensack, N.J. : $b World Scientific Pub. Co., $c c2010.
300 $a xi, 306 p.
500 $a Includes index.
520 $a 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.
533 $a Electronic reproduction. $b Singapore : $c World Scientific Publishing Co., $d 2010. $n System requirements: Adobe Acrobat Reader. $n Mode of access: World Wide Web. $n Available to subscribing institutions.
650 0 $a Derivative securities $x Data processing. $3 233797
650 0 $a Algorithms $x Data processing. $3 563488
710 2 $a World Scientific (Firm) $3 575130
776 1 $z 9814289809
776 1 $z 9789814289801
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/7524#t=toc