Modern computational finance scripting for derivatives and XVA / Antoine Savine, Jesper Andreasen.
| Author/creator | Savine, Antoine, 1970- |
| Other author | Andreasen, Jesper. |
| Format | Electronic |
| Publication Info | Hoboken, New Jersey : John Wiley & Sons, Inc., [2022] |
| Description | pages cm |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Abstract | "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"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2021036994 |
| ISBN | 9781119540786 (hardback) |
| ISBN | (adobe pdf) |
| ISBN | (epub) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |