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Основной контент книги Modern Computational Finance
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Maht 288 lehekülgi

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Modern Computational Finance

Scripting for Derivatives and xVA
Lugege ainult LitRes'is

Raamatut ei saa failina alla laadida, kuid seda saab lugeda meie rakenduses või veebis.

€97,44

Raamatust

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.

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Raamat Antoine Savine, Jesper Andreasen «Modern Computational Finance» — loe veebis. Jäta kommentaare ja arvustusi, hääleta lemmikute poolt.
Vanusepiirang:
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Objętość:
288 lk
ISBN:
9781119540816
Üldsuurus:
3.1 МБ
Lehekülgede koguarv:
288
Kustija:
Õiguste omanik:
John Wiley & Sons Limited
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