- Antoine Savine
- Jesper Andreasen
Modern Computational Finance
Scripting for Derivatives and xVA
Engels |
Hardback / gebonden |
9781119540786 |
2021 |
288 Pagina's
“The Global Financial Crisis resulted in profound changes in quants’ Modus Operandi. This timely three-volume set describes some of the tools necessary to deal with these changes. Individual volumes cover in detail several important topics of interest to anyone who wants to stay au courant with modern developments in financial engineering. While the books are predominantly practically oriented, they strike a fine balance between theoretical and applied considerations. The authors are prominent practitioners and indisputable thought-leaders in the field. I recommend this set enthusiastically to anyone who wishes to understand the current and emerging trends in financial engineering.” - Prof. Alexander Lipton, Founder and CEO, Stronghold Labs; Fellow, Connection Science and Engineering, Massachusetts Institute of Technology