DERIVATIVES ALGORITHMS<br> Volume 1: Bones

DERIVATIVES ALGORITHMS
Volume 1: Bones

CONTENTS


FRONT MATTER Tom Hyer	i
Introduction Tom Hyer	1
Principles Tom Hyer	3
Types and Interfaces Tom Hyer	13
Vector and Matrix Computations Tom Hyer	37
Persistence and Memory Tom Hyer	59
Testing Framework Tom Hyer	91
Further Maths Tom Hyer	97
Schedules Tom Hyer	139
Indices Tom Hyer	165
Pricing Protocols Tom Hyer	175
Standardized Trades Tom Hyer	209
Curves Tom Hyer	237
Models Tom Hyer	245
Semianalytic Pricers Tom Hyer	273
Risk Tom Hyer	283
Additional Code Tom Hyer	291
BACK MATTER Tom Hyer	301
Back