Modern computational finance : scripting for derivatives and xVA

Antoine Savine and 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 date, without any article or publication dedicated to the subject. This book fills that gap"--

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Year of publication:	[2022]
Authors:	Savine, Antoine ; Andreasen, Jesper Fredborg
Publisher:	Hoboken, New Jersey : Wiley
Subject:	Derivat \| Derivative \| Finanzmathematik \| Mathematical finance \| Datenverarbeitung \| Data processing

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Extent:	xiii, 271 Seiten Illustrationen
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index
ISBN:	978-1-119-54078-6 ; 978-1-119-54081-6 ; 978-1-119-54079-3
Classification:	Investition, Finanzierung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012618311