Derivatives Algorithms - Volume 1

Name: Derivatives Algorithms - Volume 1: Bones (Second Edition)
Brand: World Scientific Publishing Company
SKU: 9789814699518
Price: 4787.00 INR
Availability: InStock

Bones (Second Edition)

by Thomas Hyer

World Scientific Publishing Company

₹4,787

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From the publisher

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.

Description supplied by the publisher.