Acknowledgements

The authors would not have been able to write this book without the support of their colleagues: Johannes Fürst and Christian Kletzmayr provided a lot of detailed calculations. Sascha Kratky has been an invaluable help for technical support. Andreas Obereder tried (but did not always succeed) to organize tight deadlines. Michael Schwaiger, as the UnRisk product manager, was a great help in providing software parts. Stefan Janecek is the one who improved the English language of the first version.

AB wants to thank Heinz W. Engl for being his academic teacher and mentor for the last 30 years.

MA wants to thank Herbert Exner for many fruitful discussions that led to valuable insight.

MA and AB are grateful to Wiley for their understanding when deadlines did not hold.

Get A Workout in Computational Finance now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.