If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
Help
If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
An incisive and essential guide to building a complete system for derivative scriptingIn 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 cashflows in a variety of ways. The book demonstrates how to facilitate portfoliowide risk assessment and regulatory calculations (like xVA).Complete with a professional scripting library written in modern C++, this standalone 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 exampleslike support for dates and vectorsto 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 branchingPerfect 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 mustread resource for students and teachers in masters and PhD finance programs.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
<div class="dynamic-checkout__content" id="dynamic-checkout-cart" data-shopify="dynamic-checkout-cart"> <shopify-accelerated-checkout-cart wallet-configs="[{"supports_subs":true,"supports_def_opts":false,"name":"shop_pay","wallet_params":{"shopId":73758048501,"merchantName":"Ergodebooks","personalized":true}},{"supports_subs":false,"supports_def_opts":false,"name":"amazon_pay","wallet_params":{"checkoutLanguage":"en_US","ledgerCurrency":"USD","placement":"Cart","sandbox":false,"merchantId":"A1G1ZY975O1T6J","productType":"PayAndShip","design":"C0002"}},{"supports_subs":true,"supports_def_opts":false,"name":"paypal","wallet_params":{"shopId":73758048501,"countryCode":"US","merchantName":"Ergodebooks","phoneRequired":true,"companyRequired":false,"shippingType":"shipping","shopifyPaymentsEnabled":true,"hasManagedSellingPlanState":false,"requiresBillingAgreement":false,"merchantId":"L873BZSC9NMQS","sdkUrl":"https://www.paypal.com/sdk/js?components=buttons\u0026commit=false\u0026currency=USD\u0026locale=en_US\u0026client-id=AbasDhzlU0HbpiStJiN1KRJ_cNJJ7xYBip7JJoMO0GQpLi8ePNgdbLXkC7_KMeyTg8tnAKW4WKrh9qmf\u0026merchant-id=L873BZSC9NMQS\u0026intent=authorize"}}]" access-token="c0f52a66b386e9fa5c0ab4c2febc737c" buyer-country="US" buyer-locale="en" buyer-currency="USD" shop-id="73758048501" cart-id="953f116bb64151872d185fea68301a5a" enabled-flags="["ce346acf"]" > <div class="wallet-button-wrapper"> <ul class='wallet-cart-grid wallet-cart-grid--skeleton' role="list" data-shopify-buttoncontainer="true"> <li data-testid='grid-cell' class='wallet-cart-button-container'><div class='wallet-cart-button wallet-cart-button__skeleton' role='button' disabled aria-hidden='true'> </div></li><li data-testid='grid-cell' class='wallet-cart-button-container'><div class='wallet-cart-button wallet-cart-button__skeleton' role='button' disabled aria-hidden='true'> </div></li><li data-testid='grid-cell' class='wallet-cart-button-container'><div class='wallet-cart-button wallet-cart-button__skeleton' role='button' disabled aria-hidden='true'> </div></li> </ul> </div> </shopify-accelerated-checkout-cart> <small id="shopify-buyer-consent" class="hidden" aria-hidden="true" data-consent-type="subscription"> One or more of the items in your cart is a deferred, subscription, or recurring purchase. By continuing, I agree to the <span id="shopify-subscription-policy-button">cancellation policy</span> and authorize you to charge my payment method at the prices, frequency and dates listed on this page until my order is fulfilled or I cancel, if permitted. </small> </div>
Stay in the know
Subscribe to our newsletter and stay updated on latest offers, discounts and events near you.
For MAP (Minimum Advertised Price) violations and Intellectual Property (IP) or Trademark concerns, please contact:
support@ergodebooks.com
⚠️ California Proposition 65 Warning: Some products sold on this website may expose you to chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm. For more information, visit www.P65Warnings.ca.gov.
