Introduction

Tom Hyer

Chapter 1 in Derivatives Algorithms:Volume 1: Bones, 2015, pp 1-3 from World Scientific Publishing Co. Pte. Ltd.

Abstract: In 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 fromEnron, but thatwas slowtomaterialize. I quickly realized that I had been hired to produce notmathematics but algorithms…

Keywords: Derivatives; Quantitative; Numerical; Code Generation; C++; C++11; Algorithms; Coding; Protocols; Interfaces; Persistence; Indices; Underdetermined; Multiple Dispatch; Extensibility (search for similar items in EconPapers)
Date: 2015
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