August 2010
Beginner
251 pages
7h 20m
English
Content preview from Principles of Quantitative Development
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List of Figures, Tables and Big Pictures
Figures
2.1 High-level overview of the banking structure
2.2 The structure of a typical front office
2.3 The structure of a typical middle office
3.1 Pre-trade activities of the trade life cycle
3.2 Trade inception activities
3.4 Regular processes during the life of a trade
3.5 Trade termination activities
4.1 The model-centric view of trading activities
4.2 The product-centric view as in the trading platform
4.3 A sample scenario analysis of one trade
4.4 Middle-office process queues
5.1 Flowchart of a simple portfolio processing
5.2 Binomial tree pricing model
6.1 Settlement workflow through a vended trading system
6.2 Grid-enabled trading platform
6.3 Information flow in credit replication
6.4 An example architecture of a trading platform
6.5 A high-level schema of a professional architecture of a trading platform
7.2 The UML diagram for a façade pattern
7.3 Visitor pattern in a trading platform
7.4 The factory method pattern
7.5 The abstract factory pattern
8.1 User interaction with the pricing tool
8.2 Main control interface of the pricing tool
8.3 Context menus in the pricing tool
8.4 Product definition in the pricing tool
8.5 Model definition in the pricing tool
8.6 Code generation in the pricing tool
8.7 Help on the code generation in the interface
8.8 Viewing Vector, Curve and Matrix
8.9 Plotting complex data types
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