Antoine savine is a mathematician, academic and derivatives professional with superfly analytics at danske bank, winner of the excellence in risk management and modelling riskminds 2019 award. I figured, with the development work…more i started writing the book after my colleagues and i completed the related developments in danske bank's systems.
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Antoine previously held multiple leadership positions in quantitative finance. The book comes with professional source code in c++, including an efficient, up. Antoine savine is the author of modern computational finance: By antoine savine, leif andersen.
Modern Computational Finance Scripting for Derivatives
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