The Computational Finance series is co-authored by Jesper Andreasen, Brian Huge, and Antoine Savine, who worked together in Danske Bank's quantitative research, and wrote its award winning systems, together with Ove Scavenius, Hans-Jorgen Terp Flyger, Jakob Nielsen, Niels Sonderby, Marco Haller Schultz and the rest of the department. Brian Fuglsbjerg conducted a last-minute review of the text and suggested meaningful improvements in the interest of clarity and correctness.

We extend thanks to Danske Bank for providing a work environment that encouraged and nurtured the development of the advanced technologies described in these publications. For avoidance of doubt, the code provided with the books is not the one implemented in the bank's systems and was developed independently for the purpose of the publications.

Irrespective of its intrinsic quality, quantitative research is only as effective as its relationship to business. We are extending special thanks to Danske Bank's exotics and xVA trading desks, who, under the particularly enlightened leadership of Peter Honore, Martin Linderstrom, and Nicki Rasmussen, offered valuable feedback, effective partnership, and unabated support during the development of the bank's systems. We could not have done it without them.

The publications are also based on our articles and talks, as well as our lectures at Copenhagen University. We extend special thanks to Professor Rolf Poulsen, head of the MSc Mathematics–Economics, for his continuous support, valuable feedback, and the multiple discussions that helped us tremendously throughout our work. Rolf also kindly reviewed and helped improve the more theoretical Chapters 4 and 5.

Before publication, the books were submitted for review to Leif Andersen, global head of quantitative research at BAML, and co-author, with Vladimir Piterbarg, of the three volumes of Interest Rate Models – in our opinion, the clearest, most comprehensive and useful reference in financial models [6]. Leif and his teams thoroughly reviewed our publication and found hundreds of language, grammar, style, mathematical, and programming mistakes. We are extending a million thanks to Leif and his researchers who performed this considerable work and saved us some serious embarrassment. The mistakes that remain are of course our own responsibility.

Finally, we extend thanks to our multiple friends and colleagues from other institutions who contributed through lively discussions and debates. All these brainstorms sharpened our understanding of the field and made our work a particularly enjoyable one. Specifically, we are extending very special thanks to our dear friends, Bruno Dupire from Bloomberg, Guillaume Blacher from BAML, and Jerome Lebuchoux from Goldman Sachs, for all the hours spent in such meaningful, rich, and pleasant discussions, of which they will certainly find traces in this publication.