Title
Modern Computational Finance: Scripting for Derivatives and xVA,Used
Delivery time: 8-12 business days (International)
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.
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This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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