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.
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.
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:
Download or read book Scientific Visualization The Visual Extraction of Knowledge from Data written by Georges-Pierre Bonneau and published by Springer Science & Business Media. This book was released on 2006-01-20 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the greatest scientific challenges of the 21st century is how to master, organize and extract useful knowledge from the overwhelming flow of information made available by today’s data acquisition systems and computing resources. Visualization is the premium means of taking up this challenge. This book is based on selected lectures given by leading experts in scientific visualization during a workshop held at Schloss Dagstuhl, Germany. Topics include user issues in visualization, large data visualization, unstructured mesh processing for visualization, volumetric visualization, flow visualization, medical visualization and visualization systems. The book contains more than 350 color illustrations.
Download or read book Nuclear Science Abstracts written by and published by . This book was released on 1975 with total page 1166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Surgery of the Hip E Book written by Daniel J. Berry and published by Elsevier Health Sciences. This book was released on 2012-12-07 with total page 1355 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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!
Download or read book SSP written by and published by . This book was released on 2003 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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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:
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Download or read book Introduction to Sports Biomechanics written by Roger Bartlett and published by Routledge. This book was released on 2002-04-12 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1996. Routledge is an imprint of Taylor & Francis, an informa company.
Download or read book Applications of Evolutionary Computing written by Günther Raidl and published by Springer Science & Business Media. This book was released on 2003-04-07 with total page 726 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the joint refereed proceedings of six workshops, EvoWorkshops 2003, held together with EuroGP 2003 in Essex, UK in April 2003. The 63 revised full papers presented were carefully reviewed and selected from a total of 109 submissions. In accordance with the six workshops covered , the papers are organized in topical sections on bioinformatics, combinatorial optimization, image analysis and signal processing, evolutionary music and art, evolutionary robotics, and scheduling and timetabling.
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.
Download or read book The Crest of the Peacock written by George Gheverghese Joseph and published by Penguin Group. This book was released on 1992 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book Advances in Financial Machine Learning written by Marcos Lopez de Prado and published by John Wiley & Sons. This book was released on 2018-01-23 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.
Download or read book Analytic Combinatorics written by Philippe Flajolet and published by Cambridge University Press. This book was released on 2009-01-15 with total page 825 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analytic combinatorics aims to enable precise quantitative predictions of the properties of large combinatorial structures. The theory has emerged over recent decades as essential both for the analysis of algorithms and for the study of scientific models in many disciplines, including probability theory, statistical physics, computational biology, and information theory. With a careful combination of symbolic enumeration methods and complex analysis, drawing heavily on generating functions, results of sweeping generality emerge that can be applied in particular to fundamental structures such as permutations, sequences, strings, walks, paths, trees, graphs and maps. This account is the definitive treatment of the topic. The authors give full coverage of the underlying mathematics and a thorough treatment of both classical and modern applications of the theory. The text is complemented with exercises, examples, appendices and notes to aid understanding. The book can be used for an advanced undergraduate or a graduate course, or for self-study.
