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Derivatives Algorithms - Volume 1 (English, Thomas Hyer)

Name: Derivatives Algorithms - Volume 1 (English, Thomas Hyer)
SKU: isbn-9789814699518
Price: 4787.00 INR
Availability: InStock
ISBN: 9789814699518

By Thomas HyerWorld Scientific Publishing Company

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ISBN-13	9789814699518
ISBN-10	9814699519

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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

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