{"product_id":"modern-computational-finance-antoine-savine-9781119540786","title":"Modern Computational Finance: Scripting for Derivatives and Xva","description":"\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 \u003cul\u003e \u003cli\u003eEffective strategies for improving scripting libraries, from basic examples--like support for dates and vectors--to advanced improvements, including American Monte Carlo techniques \u003c\/li\u003e \u003cli\u003eExploration of the concepts of fuzzy logic and risk sensitivities, including support for smoothing and condition domains \u003c\/li\u003e \u003cli\u003eDiscussion of the application of scripting to xVA, complete with a full treatment of branching \u003c\/li\u003e \u003c\/ul\u003e \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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Antoine Savine, Jesper Andreasen\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 111954078X\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781119540786\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/02\/2021\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 288\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.30lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.40h x 6.40w x 0.90d","brand":"Antoine Savine","offers":[{"title":"Hardcover","offer_id":43980870746367,"sku":"9781119540786","price":95.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_f23af3bd-d355-45d4-86fe-c357ac65b73e.jpg?v=1683252368","url":"https:\/\/www.whiterainbookhouse.com\/products\/modern-computational-finance-antoine-savine-9781119540786","provider":"WR Book House","version":"1.0","type":"link"}