Algorithmic Differentiation in Finance Explained

Algorithmic Differentiation in Finance Explained

This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on i...

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Bibliographic Details
Main Author: Henrard, Marc (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2017.
Series:Financial Engineering Explained
Subjects:
Finance.
Financial engineering.
Economics, Mathematical.
Financial Engineering.
Quantitative Finance.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

Holdings details from ΒΚΠ - Πατρα: ALFd
Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
Copy 3 Available

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