Introduction

Tom Hyer
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Tom Hyer: UBS, United Kingdom

Chapter 1 in Derivatives Algorithms:Volume 1: Bones, 2010, pp 1-2 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractIn June 1994, I spent my last thousand dollars on two suits and a plane ticket to New York. I landed a job in Fixed Income Analytics at Bankers Trust; I had hoped for an offer from Enron, but that was slow to materialize. I quickly realized that I had been hired to produce not mathematics but algorithms.After Bankers Trust was absorbed into Deutsche Bank, I left for First Union and then for UBS. As I moved into positions of broader responsibility in more successful businesses, the primacy of algorithms became still more pronounced, and I adopted the title of this book as a kind of slogan and began using it on my business cards…

Keywords: Derivatives; Algorithms; Coding; Protocols; Interfaces; Persistence; Indices; Underdetermined; Multiple Dispatch; Code Generation; Extensibility (search for similar items in EconPapers)
Date: 2010
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