Derivatives algorithms - volume 1: bones
Auteur :
Hyer, Thomas
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814699518
Date de publication :
12 nov. 2015
Langue :
Anglais
Pays d'origine :
Singapour
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.