Principles of Quantitative Development (PDF)
(Sprache: Englisch)
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...
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...
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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 by 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 modern quantitative
development.
The book is accompanied by 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 by a website
http://pqd.thulasidas.com that contains updates and companion
materials.
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 by 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 modern quantitative
development.
The book is accompanied by 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 by a website
http://pqd.thulasidas.com that contains updates and companion
materials.
Autoren-Porträt von Manoj Thulasidas
A physicist-turned-quant, Dr. Manoj Thulasidas works as asenior quantitative professional at Standard Chartered Bank in
Singapore, focusing on the design and deployment of trading
systems. Well recognized in his field, the author is a regular
columnist for Wilmott Magazine, and has published several articles
on a variety of topics related to quants and quantitative
finance.
Thulasidas received his undergraduate degree from IIT, Madras in
1987. A physics aficionado, he then studied fundamental particles
and interactions at the CLEO collaboration at Cornell University
during 1988-93. After receiving his Ph.D from Syracuse University,
he continued his work at the ALEPH collaboration at CERN, Geneva.
During his 10-year career as a research scientist in the field of
high energy physics, he co-authored over 190 publications.
In 2005, the author switched to quantitative finance, and joined
OCBC, a regional bank in Singapore. He led the quantitative
analytics team for pricing model validation and other mathematical
tasks. This middle office job, involving risk management and
curtailing ebullient traders, gave him a thorough overview of
pricing models and, perhaps more importantly, a perfect
understanding of the conflict-driven implementation of the risk
appetite of the bank. Later on, he moved to Standard Chartered
Bank, taking care of their in-house trading platforms, which
further enhanced his "big picture" outlook and inspired him to
write Principles of Quantitative Development.
Bibliographische Angaben
- Autor: Manoj Thulasidas
- 2011, 1. Auflage, 256 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 0470667370
- ISBN-13: 9780470667378
- Erscheinungsdatum: 07.09.2011
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eBook Informationen
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- Größe: 4.90 MB
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Sprache:
Englisch
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