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Low Latency Interest Rate Markets: Theory, Pricing and Practice

$ 85

Published: 2023-01-27
Category: Business and Economics
Category Finance
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In today’s interest rate derivatives markets, there is a rising urgency to provide timely, accurate computations to adequately support for electronic pricing, trading and risk management. The construction of low latency interest rate systems is a challenging task at the leading edge of quantitative and practical applications. For readers with a need to understand the theoretical and practical content of such systems there is no other source needed except this one book. With great clarity of text and its emphasis on pragmatic applications, all written by an industry practitioner, this book sets the standard for low latency practice in today’s interest rate derivatives markets.
Ronald T. Slivka, Ph.D., Adjunct Professor, NYU Tandon School of Engineering

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