Algorithmic Differentiation In Finance Explained - Marc Henrard

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Algorithmic Differentiation In Finance Explained - Marc Henrard

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Algorithmic Differentiation In Finance Explained - Marc Henrard

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Algorithmic Differentiation In Finance Explained - Marc Henrard

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 Implementation. Algorithmic Differentiation (ad) Has Been Popular In Engineering And Computer Science, In Areas Such As Fluid Dynamics And Data Assimilation For Many Years.
  • Brand: Unbranded
  • Category: Business, Finance & Law
  • Format: Paperback
  • Language: English
  • Publication Date: 2017-09-11
  • Publisher / Label: Springer Nature B.V
  • Author: Marc Henrard
  • Number of Pages: 120
  • Fruugo ID: 469770289-983725210
  • ISBN: 9783319539782
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