Modern Computational Finance

[b]An incisive and essential guide to building a complete system for derivative scripting [/b] In Volume 2 of [i]Modern Computational Finance Scripting for Derivatives and xVA,[/i] 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).  Complete with a professional scripting library written in modern C++, this stand-alone volume walks readers through the construction of a comprehensive risk and va…