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Pricing Protocols

In: Derivatives Algorithms Volume 1: Bones

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  • Tom Hyer

Abstract

We have displayed an array of tools underpinning the creation of trades, forward curves, models and numerical pricers. To put these pieces to use, we have to define the target. A trade, for example, will be useful if it does certain trade-like things: but what precisely are those?…

Suggested Citation

  • Tom Hyer, 2015. "Pricing Protocols," World Scientific Book Chapters, in: Derivatives Algorithms Volume 1: Bones, chapter 10, pages 183-223, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814699525_0010
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