Modern Computational Finance
Scripting For Derivatives And Xva
de Jesper Andreasen e Antoine Savine
Sobre o livro
Scripting of derivatives transactions has been a central piece of financial software since the 1990s. Most derivatives valuation and risk systems, either in-house or from external vendors, feature scripting technology. Yet, the expertise in this field remains unwritten to date, without any dedicated article or publication.