Stefan Dirnstorfer, Andreas J. Grau and Hongzhu Li present a comprehensive introduction into the language for financial modelling "ThetaML" - the handbook is now available as a free pdf-download.
Content: Besides a brief introduction into Theta Suite, this handbook serves a complete reference on ThetaML. The book starts with a summary of the language features, followed by a chapter on ThetaML language syntax. The ThetaML type system, interfaces and workflows are detailed in later chapters. There are many code examples to help understand the language commands and functions. Two tutorials further apply ThetaML to pricing and hedging financial contracts, especially options. The final chapter offers many tips and tricks for more efficient use of ThetaML in financial settings. All examples are ready for testing and evaluation in Theta Suite using MC Simulation.
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