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Published by John Wiley & Sons, Inc., Hoboken, New Jersey.

Published simultaneously in Canada.

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Library of Congress Cataloging-in-Publication Data

Names: Antoine Savine, author. | Jesper Andreasen, 1970– author.

Title: Modern computational finance : scripting for derivatives and XVA / Antoine Savine and Jesper Andreasen.

Description: Hoboken, New Jersey : John Wiley & Sons, Inc., [2022] | Includes bibliographical references.

Identifiers: LCCN 2021036994 (print) | LCCN 2021036995 (ebook) | ISBN 9781119540786 (hardback) | ISBN 9781119540816 (adobe pdf) | ISBN 9781119540793 (epub)

Subjects: LCSH: Finance—Mathematical models. | Finance—Computer simulation. | Finance—Data processing.

Classification: LCC HG106 .A556 2022 (print) | LCC HG106 (ebook) | DDC 332.01/5195—dc23

LC record available at https://lccn.loc.gov/2021036994

LC ebook record available at https://lccn.loc.gov/2021036995

Cover Design: Wiley

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