Derivatives algorithms - volume 1: bones
Auteur :
Hyer, Thomas
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814289801
Date de publication :
15 avr. 2010
Langue :
Anglais
Pays d'origine :
Singapour
Provides an overview of the abstractions and coding methods which support real-world derivatives trading. This work describes the fundamentals of library code structure, and innovative advanced solutions to thorny issues in implementation.