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612-822-4611
Derivatives Engineering in Rust: Option Pricing, Volatility Modeling, and Risk Architecture

Derivatives Engineering in Rust: Option Pricing, Volatility Modeling, and Risk Architecture

Paperback

Investing & Finance

ISBN13: 9798248429516
Publisher: Independently Published
Published: Feb 15 2026
Pages: 388
Weight: 1.14
Height: 0.80 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Modern derivatives markets demand precision, determinism, and computational efficiency. This book provides a rigorous, implementation-focused exploration of quantitative derivatives engineering using Rust as the core systems language.

Designed for quants, financial engineers, and systems developers, this text bridges financial mathematics with production-grade software architecture. Rather than presenting theory in isolation, it integrates pricing models directly into high-performance, memory-safe Rust implementations suitable for research environments and real-world trading infrastructure.

Also from

Munrow, Danny

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Investing & Finance