{ "item_title" : "Derivatives Engineering in Rust", "item_author" : [" Danny Munrow", "Ethan Crossley "], "item_description" : "Reactive PublishingModern 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.Inside, you will explore: Foundations of derivatives pricing, including no-arbitrage frameworks and risk-neutral valuationImplementation of Black-Scholes and stochastic volatility models in RustNumerical methods for American options and path-dependent payoffsMonte Carlo simulation with variance reduction techniquesConstruction and interpolation of volatility surfacesGreeks calculation and sensitivity analysisRisk architecture design for portfolio aggregation and scenario analysisDeterministic system design for low-latency financial computationThe book emphasizes: Strong type systems for financial correctnessMemory safety and concurrency in quantitative enginesModular architecture for extensible pricing librariesReproducible computation pipelinesBy the end, readers will understand not only how derivatives models function mathematically, but how to engineer them into scalable, reliable systems using Rust's ownership model, concurrency primitives, and performance characteristics.This is a technical work for professionals who want to move beyond scripting prototypes and build robust quantitative infrastructure grounded in sound financial theory and modern systems engineering.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/9/79/824/842/9798248429516_b.jpg", "price_data" : { "retail_price" : "31.99", "online_price" : "31.99", "our_price" : "31.99", "club_price" : "31.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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