{"product_id":"modern-computational-finance-scripting-for-derivatives-and-xva-9781119540786","title":"Modern Computational Finance: Scripting for Derivatives and Xva","description":"\u003cp\u003e • Author(s): Antoine Savine\u003cbr\u003e • Publisher: Wiley\u003cbr\u003e • Publisher Imprint: Wiley\u003cbr\u003e • BISAC: Corporate Finance - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eAn incisive and essential guide to building a complete system for derivative scripting \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eIn Volume 2 of \u003ci\u003eModern Computational Finance Scripting for Derivatives and xVA,\u003c\/i\u003e 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). \u003c\/p\u003e \u003cp\u003eComplete 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: \u003c\/p\u003e  *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   \u003cp\u003ePerfect for quantitative analysts, risk professionals, system developers, derivatives traders, and financial analysts, \u003ci\u003eModern Computational Finance Scripting for Derivatives and xVA\u003c\/i\u003e: Volume 2 is also a must-read resource for students and teachers in master’s and PhD finance programs. \u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":45201323786391,"sku":"9781119540786","price":6318.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9781119540786.webp?v=1769207721","url":"https:\/\/atlanticbooks.com\/products\/modern-computational-finance-scripting-for-derivatives-and-xva-9781119540786","provider":"Atlantic Books","version":"1.0","type":"link"}