Derivatives Algorithms - Volume 1: Bones

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Publisher : World Scientific
ISBN 13 : 9814289884
Total Pages : 319 pages
Book Rating : 4.8/5 (142 download)

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Book Synopsis Derivatives Algorithms - Volume 1: Bones by : Tom Hyer

Download or read book Derivatives Algorithms - Volume 1: Bones written by Tom Hyer and published by World Scientific. This book was released on 2010 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Derivatives Algorithms - Volume 1: Bones (Second Edition)

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Author :
Publisher : World Scientific
ISBN 13 : 9814699535
Total Pages : 346 pages
Book Rating : 4.8/5 (146 download)

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Book Synopsis Derivatives Algorithms - Volume 1: Bones (Second Edition) by : Thomas Hyer

Download or read book Derivatives Algorithms - Volume 1: Bones (Second Edition) written by Thomas Hyer and published by World Scientific. This book was released on 2015-09-18 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Numerical Methods and Optimization in Finance

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Publisher : Academic Press
ISBN 13 : 0128150653
Total Pages : 638 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Numerical Methods and Optimization in Finance by : Manfred Gilli

Download or read book Numerical Methods and Optimization in Finance written by Manfred Gilli and published by Academic Press. This book was released on 2019-08-16 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Derivatives Algorithms

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (17 download)

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Book Synopsis Derivatives Algorithms by : Tom Hyer

Download or read book Derivatives Algorithms written by Tom Hyer and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Derivatives Algorithms

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Publisher :
ISBN 13 : 9789814699525
Total Pages : 331 pages
Book Rating : 4.6/5 (995 download)

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Book Synopsis Derivatives Algorithms by : Tom Hyer

Download or read book Derivatives Algorithms written by Tom Hyer and published by . This book was released on 2015-09-18 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt:

International Books in Print

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Publisher :
ISBN 13 :
Total Pages : 1294 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis International Books in Print by :

Download or read book International Books in Print written by and published by . This book was released on 1998 with total page 1294 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

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Publisher :
ISBN 13 :
Total Pages : 1104 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1984 with total page 1104 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Introduction to Derivative-Free Optimization

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Publisher : SIAM
ISBN 13 : 0898716683
Total Pages : 276 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Introduction to Derivative-Free Optimization by : Andrew R. Conn

Download or read book Introduction to Derivative-Free Optimization written by Andrew R. Conn and published by SIAM. This book was released on 2009-04-16 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first contemporary comprehensive treatment of optimization without derivatives. This text explains how sampling and model techniques are used in derivative-free methods and how they are designed to solve optimization problems. It is designed to be readily accessible to both researchers and those with a modest background in computational mathematics.

A First Course in Numerical Methods

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Publisher : SIAM
ISBN 13 : 0898719976
Total Pages : 574 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis A First Course in Numerical Methods by : Uri M. Ascher

Download or read book A First Course in Numerical Methods written by Uri M. Ascher and published by SIAM. This book was released on 2011-07-14 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers students a practical knowledge of modern techniques in scientific computing.

The Secret of Our Success

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Publisher : Princeton University Press
ISBN 13 : 0691178437
Total Pages : 464 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis The Secret of Our Success by : Joseph Henrich

Download or read book The Secret of Our Success written by Joseph Henrich and published by Princeton University Press. This book was released on 2017-10-17 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: How our collective intelligence has helped us to evolve and prosper Humans are a puzzling species. On the one hand, we struggle to survive on our own in the wild, often failing to overcome even basic challenges, like obtaining food, building shelters, or avoiding predators. On the other hand, human groups have produced ingenious technologies, sophisticated languages, and complex institutions that have permitted us to successfully expand into a vast range of diverse environments. What has enabled us to dominate the globe, more than any other species, while remaining virtually helpless as lone individuals? This book shows that the secret of our success lies not in our innate intelligence, but in our collective brains—on the ability of human groups to socially interconnect and learn from one another over generations. Drawing insights from lost European explorers, clever chimpanzees, mobile hunter-gatherers, neuroscientific findings, ancient bones, and the human genome, Joseph Henrich demonstrates how our collective brains have propelled our species' genetic evolution and shaped our biology. Our early capacities for learning from others produced many cultural innovations, such as fire, cooking, water containers, plant knowledge, and projectile weapons, which in turn drove the expansion of our brains and altered our physiology, anatomy, and psychology in crucial ways. Later on, some collective brains generated and recombined powerful concepts, such as the lever, wheel, screw, and writing, while also creating the institutions that continue to alter our motivations and perceptions. Henrich shows how our genetics and biology are inextricably interwoven with cultural evolution, and how culture-gene interactions launched our species on an extraordinary evolutionary trajectory. Tracking clues from our ancient past to the present, The Secret of Our Success explores how the evolution of both our cultural and social natures produce a collective intelligence that explains both our species' immense success and the origins of human uniqueness.

Speech & Language Processing

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Publisher : Pearson Education India
ISBN 13 : 9788131716724
Total Pages : 912 pages
Book Rating : 4.7/5 (167 download)

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Book Synopsis Speech & Language Processing by : Dan Jurafsky

Download or read book Speech & Language Processing written by Dan Jurafsky and published by Pearson Education India. This book was released on 2000-09 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt:

American Scientist

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Publisher :
ISBN 13 :
Total Pages : 830 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis American Scientist by :

Download or read book American Scientist written by and published by . This book was released on 1942 with total page 830 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Python for Scientists

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Publisher : Cambridge University Press
ISBN 13 : 1316641236
Total Pages : 272 pages
Book Rating : 4.3/5 (166 download)

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Book Synopsis Python for Scientists by : John M. Stewart

Download or read book Python for Scientists written by John M. Stewart and published by Cambridge University Press. This book was released on 2017-07-20 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scientific Python is taught from scratch in this book via copious, downloadable, useful and adaptable code snippets. Everything the working scientist needs to know is covered, quickly providing researchers and research students with the skills to start using Python effectively.

Simulating Humans

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Publisher : Oxford University Press, USA
ISBN 13 : 0195073592
Total Pages : 287 pages
Book Rating : 4.1/5 (95 download)

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Book Synopsis Simulating Humans by : Norman I. Badler

Download or read book Simulating Humans written by Norman I. Badler and published by Oxford University Press, USA. This book was released on 1993-09-02 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: The area of simulated human figures is an active research area in computer graphics, and Norman Badler's group at the University of Pennsylvania is one of the leaders in the field. This book summarizes the state of the art in simulating human figures, discusses many of the interesting application areas, and makes some assumptions and predictions about where the field is going.

Modern Robotics

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Publisher : Cambridge University Press
ISBN 13 : 1107156300
Total Pages : 545 pages
Book Rating : 4.1/5 (71 download)

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Book Synopsis Modern Robotics by : Kevin M. Lynch

Download or read book Modern Robotics written by Kevin M. Lynch and published by Cambridge University Press. This book was released on 2017-05-25 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern and unified treatment of the mechanics, planning, and control of robots, suitable for a first course in robotics.

Biochar for Environmental Management

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Publisher : Earthscan
ISBN 13 : 1849770557
Total Pages : 449 pages
Book Rating : 4.8/5 (497 download)

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Book Synopsis Biochar for Environmental Management by : Dr. Johannes Lehmann

Download or read book Biochar for Environmental Management written by Dr. Johannes Lehmann and published by Earthscan. This book was released on 2009 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Biochar is the carbon-rich product when biomass (such as wood, manure, or crop residues) is heated in a closed container with little or no available air. It can be used to improve agriculture and the environment in several ways, and its stability in soil and superior nutrient-retention properties make it an ideal soil amendment to increase crop yields. In addition to this, biochar sequestration, in combination with sustainable biomass production, can be carbon-negative and therefore used to actively remove carbon dioxide from the atmosphere, with major implications for mitigation of climate change. Biochar production can also be combined with bioenergy production through the use of the gases that are given off in the pyrolysis process.This book is the first to synthesize the expanding research literature on this topic. The book's interdisciplinary approach, which covers engineering, environmental sciences, agricultural sciences, economics and policy, is a vital tool at this stage of biochar technology development. This comprehensive overview of current knowledge will be of interest to advanced students, researchers and professionals in a wide range of disciplines"--Provided by publisher.

Facts, Conjectures, and Improvements for Simulated Annealing

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Publisher : SIAM
ISBN 13 : 9780898718300
Total Pages : 163 pages
Book Rating : 4.7/5 (183 download)

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Book Synopsis Facts, Conjectures, and Improvements for Simulated Annealing by : Peter Salamon

Download or read book Facts, Conjectures, and Improvements for Simulated Annealing written by Peter Salamon and published by SIAM. This book was released on 2002-01-01 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to simulated annealing. This book brings together for the first time many of the theoretical foundations for improvements to algorithms for global optimization that until now existed only in scattered research articles.