Principles of Quantitative Development

Principles of Quantitative Development

Author: Manoj Thulasidas

Publisher: John Wiley & Sons

Published: 2012-03-13

Total Pages: 253

ISBN-13: 0470971525

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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.


Quantitative Finance

Quantitative Finance

Author: A. Reghai

Publisher: Springer

Published: 2014-11-25

Total Pages: 284

ISBN-13: 1137414502

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The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets.


Epidemiologic Research

Epidemiologic Research

Author: David G. Kleinbaum

Publisher: John Wiley & Sons

Published: 1991-01-16

Total Pages: 552

ISBN-13: 9780471289852

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Epidemiologic Research Principles and Quantitative Methods DavidG. Kleinbaum, Ph.D. Lawrence L. Kupper. Ph.D. Hal Morgenstern,Ph.D. Epidemiologic Research covers the principles and methodsof planning, analysis and interpretation of epidemiologic researchstudies. It supplies the applied researcher with the mostup-to-date methodological thought and practice. Specifically, thebook focuses on quantitative (including statistical) issues arisingfrom epidemiologic investigations, as well as on the questions ofstudy design, measurement and validity. EpidemiologicResearch emphasizes practical techniques, procedures andstrategies. It presents them through a unified approach whichfollows the chronology of issues that arise during theinvestigation of an epidemic. The book's viewpoint ismultidisciplinary and equally useful to the epidemiologicresearcher and to the biostatistician. Theory is supplemented bynumerous examples, exercises and applications. Full solutions aregiven to all exercises in a separate solutions manual. Importantfeatures * Thorough discussion of the methodology of epidemiologicresearch * Stress on validity and hence on reliability * Balanced approach, presenting the most important prevailingviewpoints * Three chapters with applications of mathematical modeling


Trustworthy Systems Through Quantitative Software Engineering

Trustworthy Systems Through Quantitative Software Engineering

Author: Lawrence Bernstein

Publisher: John Wiley & Sons

Published: 2005-10-03

Total Pages: 465

ISBN-13: 0471750328

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A benchmark text on software development and quantitative software engineering "We all trust software. All too frequently, this trust is misplaced. Larry Bernstein has created and applied quantitative techniques to develop trustworthy software systems. He and C. M. Yuhas have organized this quantitative experience into a book of great value to make software trustworthy for all of us." -Barry Boehm Trustworthy Systems Through Quantitative Software Engineering proposes a novel, reliability-driven software engineering approach, and discusses human factors in software engineering and how these affect team dynamics. This practical approach gives software engineering students and professionals a solid foundation in problem analysis, allowing them to meet customers' changing needs by tailoring their projects to meet specific challenges, and complete projects on schedule and within budget. Specifically, it helps developers identify customer requirements, develop software designs, manage a software development team, and evaluate software products to customer specifications. Students learn "magic numbers of software engineering," rules of thumb that show how to simplify architecture, design, and implementation. Case histories and exercises clearly present successful software engineers' experiences and illustrate potential problems, results, and trade-offs. Also featuring an accompanying Web site with additional and related material, Trustworthy Systems Through Quantitative Software Engineering is a hands-on, project-oriented resource for upper-level software and computer science students, engineers, professional developers, managers, and professionals involved in software engineering projects. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department. An Instructor Support FTP site is also available.


Quantitative Development in Infancy and Early Childhood

Quantitative Development in Infancy and Early Childhood

Author: Kelly S. Mix

Publisher: Oxford University Press

Published: 2002-04-04

Total Pages: 178

ISBN-13: 9780195344165

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The aim of this book is to define and discuss the key issues raised by new findings in the study of quantitative development. One basic question addressed is how the abilities reported in infants and young children relate to later development. In some accounts, one is left with the impression that infants possess all the fundamental skills that make up mature quantitative reasoning. According to this view, subsequent development seems to consist of little more than the gradual expression of these skills in increasing complex and explicit tasks. This is a major departure from previously held views of quantitative development, such as that of Piaget. To evaluate these new claims, authors will first review the abilities attributed to infants and then define the parameters of early childhood competencies. Comparing the two developmental periods, the authors will evaluate the finding, discuss the transition between these age periods, and offer a framework for understanding later development of quantitative skills, such as counting and calculation. Underlying the argument throughout will be an examination of the nativist versus empiricist debate that has taken center stage in infancy research.


Quantitative Finance

Quantitative Finance

Author: Matt Davison

Publisher: CRC Press

Published: 2014-05-08

Total Pages: 523

ISBN-13: 1439871698

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Teach Your Students How to Become Successful Working Quants Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not only enables students to practice with the basic techniques of financial mathematics, but it also helps them gain significant intuition about what the techniques mean, how they work, and what happens when they stop working. After introducing risk, return, decision making under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel simulation and difference equation or algebraic formalism. It then looks at how interest rate markets work and how to model bond prices before addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on binomial model tools for pricing options and the analysis of discrete random walks. He also introduces stochastic calculus in a nonrigorous way and explains how to simulate geometric Brownian motion. The text proceeds to thoroughly discuss options pricing, mostly in continuous time. It concludes with chapters on stochastic models of the yield curve and incomplete markets using simple discrete models. Accessible to students with a relatively modest level of mathematical background, this book will guide your students in becoming successful quants. It uses both hand calculations and Excel spreadsheets to analyze plenty of examples from simple bond portfolios. The spreadsheets are available on the book’s CRC Press web page.


Quantitative Analysis for Investment Management

Quantitative Analysis for Investment Management

Author: Robert Alexander Taggart

Publisher:

Published: 1996

Total Pages: 328

ISBN-13:

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Appropriate for intermediate undergraduate or graduate-level courses in Investments, Investment Management, Security Analysis. It is also suitable as a supplement for such courses as Money and Capital Markets, Fixed Income Securities, Derivative Securities and Portfolio Management. The purpose of the book is to provide a concise overview of the quantitative tools and models that have been most widely used in investment management. It is the premise of the book that many of the most popular quantitative techniques have certain elements in common, and that if these elements can be understood, the reader can gain a working understanding of a wider variety of complex securities and portfolio management techniques.


A Quantitative Approach to Software Management

A Quantitative Approach to Software Management

Author: Kevin Pulford

Publisher: Addison-Wesley Longman

Published: 1996-01

Total Pages: 179

ISBN-13: 9780201877465

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This book describes the ami method, a method to achieve efficiency and effectiveness in the software development process. It provides a practical guide to the implementation of the ami software metrics programme within a real company environment and reflects real industrial practice. It uses a goal-oriented approach to ensure the measurement programme is aligned with and supports the business aims of the company, and this enables project managers and software engineers to plan and implement well-focused measurement programmes - essential attributes of successful software development. The book is clearly presented and offers lots of pragmatic advice which can be easily integrated with other validated techniques. It will help readers at all levels to understand the needs and benefits of a goal-directed approach and goal-oriented measurement. For those already running measurement programmes, it will help to create a renewed focus and assist in identifying areas for improvement. For those just starting, it will provide the necessary understanding of the aims and techniques of the method allowing them immediately to start planning and implementing an effective measurement programme. From senior managers and company executives to practising software engineers, this book will be an invaluable guide to developing software or managing the acquisition of software or software services.


Social Science Research

Social Science Research

Author: Anol Bhattacherjee

Publisher: CreateSpace

Published: 2012-04-01

Total Pages: 156

ISBN-13: 9781475146127

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This book is designed to introduce doctoral and graduate students to the process of conducting scientific research in the social sciences, business, education, public health, and related disciplines. It is a one-stop, comprehensive, and compact source for foundational concepts in behavioral research, and can serve as a stand-alone text or as a supplement to research readings in any doctoral seminar or research methods class. This book is currently used as a research text at universities on six continents and will shortly be available in nine different languages.