Code: 19698795
Modern Computational Finance - Scripting for Derivatives and xVA
by Antoine Savine, Jesper Andreasen
Scripting of derivatives transactions has been a central piece of financial software since the 1990s. Most derivatives valuation and risk systems, either in-house or from external vendors, feature scripting technology. Yet, the ex ... more
- Language:
English - Binding: Hardback
- Number of pages: 288
Publisher: John Wiley & Sons Inc, 2021
- More about this
96.75 €
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Book synopsis
Scripting of derivatives transactions has been a central piece of financial software since the 1990s. Most derivatives valuation and risk systems, either in-house or from external vendors, feature scripting technology. Yet, the expertise in this field remains unwritten to date, without any dedicated article or publication.
Book details
Book category Books in English Economics, finance, business & management Finance & accounting
96.75 €
- Full title: Modern Computational Finance - Scripting for Derivatives and xVA
- Author: Antoine Savine, Jesper Andreasen
- Language: English
- Binding: Hardback
- Number of pages: 288
- EAN: 9781119540786
- ISBN: 9781119540786
- ID: 19698795
- Publisher: John Wiley & Sons Inc
- Weight: 586 g
- Dimensions: 161 × 240 × 21 mm
- Date of publishing: 20. December 2021
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