Modern Computational Finance

An incisive and essential guide to building a complete system for derivative scripting  In Volume 2 of  Modern Computational Finance Scripting for Derivatives and xVA,  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 a