Screen LibraryModern computational finance : scripting for derivatives and xVA /
"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 t...
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| Main Authors: | |
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| Group Author: | |
| Published: |
John Wiley & Sons, Inc.,
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| Publisher Address: | Hoboken, New Jersey : |
| Publication Dates: | [2022] |
| Literature type: | Book |
| Language: | English |
| Subjects: | |
| Summary: |
"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"-- |
| Item Description: | "with professional implementation in C++"--cover. |
| Carrier Form: | xiii, 271 pages : illustrations, forms ; 24 cm |
| Bibliography: | Includes bibliographical references (pages 255-256) and index. |
| ISBN: |
9781119540786 (hardback) : 111954078X |
| Index Number: | HG106 |
| CLC: | F830.49 |
| Call Number: | F830.49/S267 |