|
Books > Business & Economics > Finance & accounting > Finance > Corporate finance
|
Buy Now
Modern Computational Finance - Scripting for Derivatives and xVA (Hardcover, Volume 2)
Loot Price: R2,260
Discovery Miles 22 600
|
|
|
Modern Computational Finance - Scripting for Derivatives and xVA (Hardcover, Volume 2)
Expected to ship within 12 - 17 working days
|
An incisive and essential guide to building a complete system for
derivative scripting In 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 cash-flows in a variety of ways.
The book demonstrates how to facilitate portfolio-wide risk
assessment and regulatory calculations (like xVA). Complete with a
professional scripting library written in modern C++, this
stand-alone 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 examples--like support for dates and vectors--to
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 branching Perfect 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 must-read resource for students and teachers in
master's and PhD finance programs.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
