Share
Modern Computational Finance: Scripting for Derivatives and Xva
Antoine Savine
(Author)
·
Jesper Andreasen
(Author)
·
Wiley
· Hardcover
Modern Computational Finance: Scripting for Derivatives and Xva - Savine, Antoine ; Andreasen, Jesper
£ 73.08
£ 81.20
You save: £ 8.12
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My WishlistsIt will be shipped from our warehouse between
Tuesday, July 09 and
Thursday, July 11.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
Synopsis "Modern Computational Finance: Scripting for Derivatives and Xva"
An incisive and essential guide to building a complete system for derivative scripting In Volume 2 of Modern Computational Finance Scripting for Derivatives and xVA, quantitative finance experts and practitioners Drs. Antoine Savine and Jesper Andreasen deliver an indispensable and insightful roadmap to the interrogation, aggregation, and manipulation of cash-flows in a variety of ways. The book demonstrates how to facilitate portfolio-wide risk assessment and regulatory calculations (like xVA). Complete with a professional scripting library written in modern C++, this stand-alone volume walks readers through the construction of a comprehensive risk and valuation tool. This essential book also offers: Effective strategies for improving scripting libraries, from basic examples--like support for dates and vectors--to advanced improvements, including American Monte Carlo techniques Exploration of the concepts of fuzzy logic and risk sensitivities, including support for smoothing and condition domains Discussion of the application of scripting to xVA, complete with a full treatment of branching Perfect for quantitative analysts, risk professionals, system developers, derivatives traders, and financial analysts, Modern Computational Finance Scripting for Derivatives and xVA Volume 2 is also a must-read resource for students and teachers in master's and PhD finance programs.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
✓ Producto agregado correctamente al carro, Ir a Pagar.
