Modern computational finance [electronic resource] : scripting for derivatives and XVA / Antoine Savine, Jesper Andreasen.
"Scripting of derivatives transactions has been a central piece of financial software since the 1990s. Every derivatives valuation and risk system, either in-house or from external vendors, features at least some kind of scripting technology. Yet, the expertise in that field remains unwritten to dat...
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| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2022]
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| Online Access: | |
| Variant Title: |
Modern Computational Finance: Scripting for Derivatives and XVA |
| Format: | Electronic eBook |
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