Derivatives Algorithms Volume 1 Bones Second Edition
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Derivatives Algorithms Volume 1 Bones Second Edition
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Author : Thomas Hyer
language : en
Publisher: World Scientific
Release Date : 2015-09-18
Derivatives Algorithms Volume 1 Bones Second Edition written by Thomas Hyer and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-18 with Business & Economics categories.
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.
Derivatives Algorithms Volume 1 Bones
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Author : Tom Hyer
language : en
Publisher: World Scientific
Release Date : 2010
Derivatives Algorithms Volume 1 Bones written by Tom Hyer and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Business & Economics categories.
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
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Author : Tom Hyer
language : en
Publisher:
Release Date : 2015-09-18
Derivatives Algorithms written by Tom Hyer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-18 with Business & Economics categories.
Numerical Methods And Optimization In Finance
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Author : Manfred Gilli
language : en
Publisher: Academic Press
Release Date : 2019-08-16
Numerical Methods And Optimization In Finance written by Manfred Gilli and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-16 with Business & Economics categories.
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.
Numerical Algorithms
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Author : Justin Solomon
language : en
Publisher: CRC Press
Release Date : 2015-06-24
Numerical Algorithms written by Justin Solomon and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-24 with Computers categories.
Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig
11th International Conference On Image Analysis And Processing
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Author : Edoardo Ardizzone
language : en
Publisher:
Release Date : 2001
11th International Conference On Image Analysis And Processing written by Edoardo Ardizzone and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Image processing categories.
Lung Imaging And Computer Aided Diagnosis
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Author : Ayman El-Baz
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Lung Imaging And Computer Aided Diagnosis written by Ayman El-Baz and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Medical categories.
Lung cancer remains the leading cause of cancer-related deaths worldwide. Early diagnosis can improve the effectiveness of treatment and increase a patient's chances of survival. Thus, there is an urgent need for new technology to diagnose small, malignant lung nodules early as well as large nodules located away from large diameter airways because
Cumulated Index Medicus
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Author :
language : en
Publisher:
Release Date : 1990
Cumulated Index Medicus written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Medicine categories.
Update In Endocrinology An Issue Of Medical Clinics Of North America E Book
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Author : Silvio Inzucchi
language : en
Publisher: Elsevier Health Sciences
Release Date : 2021-10-27
Update In Endocrinology An Issue Of Medical Clinics Of North America E Book written by Silvio Inzucchi and has been published by Elsevier Health Sciences this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-27 with Medical categories.
In this issue of Medical Clinics, guest editors Silvio Inzucchi and Elizabeth Holt bring their considerable expertise to the topic of Endocrinology. - Provides in-depth, clinical reviews in Endocrinology, providing actionable insights for clinical practice. - Presents the latest information on this timely, focused topic under the leadership of experienced editors in the field; Authors synthesize and distill the latest research and practice guidelines to create these timely topic-based reviews.
Surgery Of The Hip E Book
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Author : Daniel J. Berry
language : en
Publisher: Elsevier Health Sciences
Release Date : 2012-12-07
Surgery Of The Hip E Book written by Daniel J. Berry and has been published by Elsevier Health Sciences this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-07 with Medical categories.
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!