Principles of Quantitative Development

Principles of Quantitative Development

by: : Manoj Thulasidas

Publisher: Wiley
Keywords: finance, series, wiley, development, quantitative, principles

Print length: 256
Published: 2010-08-30
List price: $105.00

ISBN-10: 0470745703

ISBN-13: 9780470745700
Book Description
Principles of Quantitative Development is a practical guide to designing, building and deploying a trading platform. It is also a lucid and succinct exposé on the trade life cycle and the business groups involved in managing it, bringing together the big picture of how a trade flows through the systems, and the role of a quantitative professional in the organization.
The book begins Author: looking at the need and demand for in-house trading platforms, addressing the current trends in the industry. It then looks at the trade life cycle and its participants, from beginning to end, and then the functions within the front, middle and back office, giving the reader a full understanding and appreciation of the perspectives and needs of each function. The book then moves on to platform design, addressing all the fundamentals of platform design, system architecture, programming languages and choices. Finally, the book focuses on some of the more technical aspects of platform design and looks at traditional and new languages and approaches used in mode quantitative development.The book is accompanied Author: a CD-ROM, featuring a fully working option pricing tool with source code and project building instructions, illustrating the design principles discussed, and enabling the reader to develop a mini-trading platform.The book is also accompanied Author: a website http://pqd.thulasidas.com that contains updates and companion materials.