Bibliograph

Modern computational finance, scripting for derivatives and XVA, Jesper Andreasen and Antoine Savine

Type

Label

Modern computational finance, scripting for derivatives and XVA, Jesper Andreasen and Antoine Savine

Language

eng

Bibliography note

Includes bibliographical references

Index

no index present

Literary Form

non fiction

Main title

Modern computational finance

Nature of contents

bibliography

Oclc number

1263247982

Responsibility statement

Jesper Andreasen and Antoine Savine

Sub title

scripting for derivatives and XVA

Summary

"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 date, without any article or publication dedicated to the subject. This book fills that gap"--, Provided by publisher

Contributor