Appendix: The Age of Stochastic Calculus

Tom Hyer

Chapter 16 in Derivatives Algorithms:Volume 1: Bones, 2015, pp 317-323 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following is adapted from my prepared text for a speech to a plenary session of the ICBI Global Derivatives conference in 2012, an audience of quant practitioners and academics…

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
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814699525_0016 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814699525_0016 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789814699525_0016

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().