Dmitri Ryaboy Bunny Lode Coder


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Financial Trading Systems Design and Development with C++


Financial Trading Systems Design and Development with C++

Author: Gaurav Mangla

language: en

Publisher:

Release Date: 2004-08-24


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Comprehensive coverage of a highly technical area Financial Trading Systems Design and Development with C++ (+CD-ROM) is divided into four sections: Basic Concepts and Data Model, Financial Modeling, Basic Trading System, and Risk Analysis and Reporting. It offers readers the easy-to-use combination of good software design, practical mathematical models, and widely used business practices for immediate solutions. This valuable resource also includes numerous examples and case studies including a front-to-back description of a credit derivatives system, which explains detailed algorithms and C++ code. Gaurav Mangla (New York, NY) is currently Associate Director at Barclays Capital, where he manages the fixed income sales and research technology team that develops enterprise-wide and Web-based applications for both internal users and external clients. He has several years of experience designing and implementing technology solutions for large investment banks.

Model-Based Signal Processing


Model-Based Signal Processing

Author: James V. Candy

language: en

Publisher: John Wiley & Sons

Release Date: 2005-10-27


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A unique treatment of signal processing using a model-based perspective Signal processing is primarily aimed at extracting useful information, while rejecting the extraneous from noisy data. If signal levels are high, then basic techniques can be applied. However, low signal levels require using the underlying physics to correct the problem causing these low levels and extracting the desired information. Model-based signal processing incorporates the physical phenomena, measurements, and noise in the form of mathematical models to solve this problem. Not only does the approach enable signal processors to work directly in terms of the problem's physics, instrumentation, and uncertainties, but it provides far superior performance over the standard techniques. Model-based signal processing is both a modeler's as well as a signal processor's tool. Model-Based Signal Processing develops the model-based approach in a unified manner and follows it through the text in the algorithms, examples, applications, and case studies. The approach, coupled with the hierarchy of physics-based models that the author develops, including linear as well as nonlinear representations, makes it a unique contribution to the field of signal processing. The text includes parametric (e.g., autoregressive or all-pole), sinusoidal, wave-based, and state-space models as some of the model sets with its focus on how they may be used to solve signal processing problems. Special features are provided that assist readers in understanding the material and learning how to apply their new knowledge to solving real-life problems. * Unified treatment of well-known signal processing models including physics-based model sets * Simple applications demonstrate how the model-based approach works, while detailed case studies demonstrate problem solutions in their entirety from concept to model development, through simulation, application to real data, and detailed performance analysis * Summaries provided with each chapter ensure that readers understand the key points needed to move forward in the text as well as MATLAB(r) Notes that describe the key commands and toolboxes readily available to perform the algorithms discussed * References lead to more in-depth coverage of specialized topics * Problem sets test readers' knowledge and help them put their new skills into practice The author demonstrates how the basic idea of model-based signal processing is a highly effective and natural way to solve both basic as well as complex processing problems. Designed as a graduate-level text, this book is also essential reading for practicing signal-processing professionals and scientists, who will find the variety of case studies to be invaluable. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department

Applied Physics for Engineers


Applied Physics for Engineers

Author: Mehta Neeraj

language: en

Publisher: PHI Learning Pvt. Ltd.

Release Date: 2011-07-30


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This book is intended as a textbook for the first-year undergraduate engineering students of all disciplines. The text, written in a student-friendly manner, covers a wide range of topics of engineering interest both from the domains of applied and modern physics. It is meticulously tailored to cover the syllabi needs of almost all the Indian universities and institutes. With its exhaustive treatment of different topics in one volume, it relieves the engineering students of the arduous task of referring to several books. Besides engineering students, this book will be equally useful to the BSc (Physics) students of different universities. KEY FEATURES Simple and clear diagrams throughout the book help students in understanding the concepts clearly. Numerous in-chapter solved problems, chapter-end unsolved problems (with answers) and review questions assist students in assimilating the theory comprehensively. A large number of objective type questions at the end of each chapter help students in testing their knowledge of the theory.