The slides for the presentation on scripting in finance, given at Oxford University in 2017 and QuantMinds and WBS in 2018, were just posted to SSRN, together with a brief history of scripting in finance, written by Jesper Andreasen:
Category: Quantitative Finance
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I find Medium to be a very convenient publishing platform, I posted a selection of existing content there with the intention to publish future content on the platform.
Working paper on market and model risks, continued
Following review by Pr. Rolf Poulsen, the preprint on ResearchGate was updated and the article is now also available on SSRN.
Working paper on market and model risks
Read on ResearchGate
Danske Bank Quantitative Research now on ResearchGate
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