by HyerTom (Author)
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.
Format: Hardcover
Pages: 348
Edition: Second
Publisher: World Scientific Publishing Company
Published: 21 Sep 2015
ISBN 10: 9814699519
ISBN 13: 9789814699518