Financial Trading Systems Design and Development with C++ (+CD)
Seiten
2004
John Wiley & Sons Inc (Verlag)
978-0-471-66770-4 (ISBN)
John Wiley & Sons Inc (Verlag)
978-0-471-66770-4 (ISBN)
Comprehensive coverage of a highly technical area
Financial Trading Systems Design and Development with C++ (+CD–ROM) is divided into four sections: Basic Concepts and Data Model, Financial Modeling, Basic Trading System, and Risk Analysis and Reporting.
A complete blueprint for designing and implementing a state–of–the–art trading and risk management system
Providing a highly accessible mix of good software design, practical mathematical models and today′s most widely used business practices, this book arms you with everything you need to create a sophisticated trading and risk management system appropriate for most asset classes. Gurav Mengla, a top financial trading system software designer, draws upon his years of experience at Barclays, HSBC and other leading financial institutions to cut through the complexities of trading system design, offering you time–tested solutions to virtually all technical challenges to automated trading system design and implementation.
Packed with case studies and examples from top financial institutions, worldwide, complete with system design details and source code
Emphasizes extensibility, and scalability with strategies for incorporating new models seamlessly into existing systems
Features comprehensive coverage of the most widely used financial models and most prevalent practices in the financial community today
Explores daily, weekly, monthly and yearly reporting subsystem that aggregate risk at all organizational levels—from desk to department to division to the entire firm
CD includes valuable data and system design details from the book, including C++ source code and system models
Financial Trading Systems Design and Development with C++ (+CD–ROM) is divided into four sections: Basic Concepts and Data Model, Financial Modeling, Basic Trading System, and Risk Analysis and Reporting.
A complete blueprint for designing and implementing a state–of–the–art trading and risk management system
Providing a highly accessible mix of good software design, practical mathematical models and today′s most widely used business practices, this book arms you with everything you need to create a sophisticated trading and risk management system appropriate for most asset classes. Gurav Mengla, a top financial trading system software designer, draws upon his years of experience at Barclays, HSBC and other leading financial institutions to cut through the complexities of trading system design, offering you time–tested solutions to virtually all technical challenges to automated trading system design and implementation.
Packed with case studies and examples from top financial institutions, worldwide, complete with system design details and source code
Emphasizes extensibility, and scalability with strategies for incorporating new models seamlessly into existing systems
Features comprehensive coverage of the most widely used financial models and most prevalent practices in the financial community today
Explores daily, weekly, monthly and yearly reporting subsystem that aggregate risk at all organizational levels—from desk to department to division to the entire firm
CD includes valuable data and system design details from the book, including C++ source code and system models
| Reihe/Serie | Wiley Finance Editions |
|---|---|
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 150 x 250 mm |
| Einbandart | Paperback |
| Themenwelt | Informatik ► Programmiersprachen / -werkzeuge ► C / C++ |
| Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
| Schlagworte | Kapitalanlage |
| ISBN-10 | 0-471-66770-6 / 0471667706 |
| ISBN-13 | 978-0-471-66770-4 / 9780471667704 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
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