Derivatives Algorithms - Volume 1: Bones PDF Download
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Author: Tom Hyer
Publisher: World Scientific
ISBN: 9814289884
Category : Business & Economics
Languages : en
Pages : 319
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Book Description
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.
Author: Tom Hyer
Publisher: World Scientific
ISBN: 9814289884
Category : Business & Economics
Languages : en
Pages : 319
Get Book Here
Book Description
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.
Author: Thomas Hyer
Publisher: World Scientific
ISBN: 9814699535
Category : Business & Economics
Languages : en
Pages : 346
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Book Description
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 can collaborate to support pricing and hedging tasks, and illustrates their use with several example trade types and models. Readers will learn to deploy the results of their research work with productivity-enhancing methods that are not taught elsewhere, including object serialization, code generation, and separation of concerns for continuous improvement. Of all the books on derivatives pricing, only Derivatives Algorithms shows the internals of a high-quality working library.The new Second Edition is more accessible to readers who are not already familiar with the book's concepts; there is an increased focus on explaining the motivation for each step, and on providing a high-level perspective on design choices. The chapters on Persistence and Protocols have been substantially rewritten, providing motivating examples and additional detail in the code. The treatment of yield curves and funding has been modernized, with the increased sophistication required by today's markets. And a new final chapter, describing the next phase in the evolution of derivatives valuation and risk, has been added.
Author: Manfred Gilli
Publisher: Academic Press
ISBN: 0128150653
Category : Business & Economics
Languages : en
Pages : 638
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Book Description
Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.
Author: Tom Hyer
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Tom Hyer
Publisher:
ISBN: 9789814699525
Category : Business & Economics
Languages : en
Pages : 331
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Book Description
Author:
Publisher:
ISBN:
Category : Medicine
Languages : en
Pages : 2106
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Book Description
Vols. for 1963- include as pt. 2 of the Jan. issue: Medical subject headings.
Author: Daniel J. Berry
Publisher: Elsevier Health Sciences
ISBN: 1455727059
Category : Medical
Languages : en
Pages : 1355
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Book Description
Surgery of the Hip is your definitive, comprehensive reference for hip surgery, offering coverage of state-of-the-art procedures for both adults and children. Modelled after Insall & Scott Surgery of the Knee, it presents detailed guidance on the latest approaches and techniques, so you can offer your patients - both young and old - the best possible outcomes. Consult this title on your favorite e-reader, conduct rapid searches, and adjust font sizes for optimal readability. Compatible with Kindle®, nook®, and other popular devices. Master the latest methods such as the use of fixation devices for proximal femoral fractures, hip preservation surgery, and problems with metal on metal-bearing implants. Make optimal use of the latest imaging techniques, surgical procedures, equipment, and implants available. Navigate your toughest clinical challenges with vital information on total hip arthroplasty, pediatric hip surgery, trauma, and hip tumor surgery. Browse the complete contents online, view videos of select procedures, and download all the images at www.expertconsult.com!
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1102
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Book Description
Author: Šárka Hošková-Mayerová
Publisher: Springer Nature
ISBN: 3030613348
Category : Technology & Engineering
Languages : en
Pages : 515
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Book Description
This book offers a self-contained guide to advanced algorithms and their applications in various fields of science. Gathering contributions by authoritative researchers in the field of mathematics, statistics and computer science, it aims at offering a comprehensive and up-to-date view of algorithms, including the theory behind them, as well as practical considerations, current limitations and solutions. It covers applications in energy management, decision making, computer networks, materials science, mechanics and process optimization. It offers an integrated and timely guide to important algorithms, and represents a valuable reference resource for graduate students and researchers in various fields of applied mathematics, statistics and engineering.
Author: Stefan Stübinger
Publisher: Springer Nature
ISBN: 3030296040
Category : Medical
Languages : en
Pages : 263
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Book Description
This book provides surgeons with important insights into laser technologies as well as a sound understanding of their current and potential applications within oral and maxillofacial surgery and related disciplines. The opening chapters focus on the relevant physical background, the technology of the typically used lasers, laser–tissue interactions, and the treatment systems. Detailed information is then provided on the various established applications of laser treatments, including in relation to skin and mucosa and the dental hard tissues and bone. Special applications are also described, for example with respect to periodontal surgery, peri-implantitis therapy, photodynamic treatment, holography and additive manufacturing. The book closes by examining technologies that will soon be available for application in hospitals, topics which are currently the subject of research, and laser safety. Beyond surgeons, the book will be of value for engineers and scientists working in the field of medical engineering using lasers.
