Compartir
Modern Computational Finance: Scripting for Derivatives and Xva (en Inglés)
Antoine Savine
(Autor)
·
Jesper Andreasen
(Autor)
·
Wiley
· Tapa Dura
Modern Computational Finance: Scripting for Derivatives and Xva (en Inglés) - Savine, Antoine ; Andreasen, Jesper
99,89 €
105,15 €
Ahorras: 5,26 €
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Reino Unido
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Viernes 12 de Julio y el
Miércoles 24 de Julio.
Lo recibirás en cualquier lugar de España entre 1 y 5 días hábiles luego del envío.
Reseña del libro "Modern Computational Finance: Scripting for Derivatives and Xva (en Inglés)"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Dura.
✓ Producto agregado correctamente al carro, Ir a Pagar.