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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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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| Series: | Financial engineering explained.
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| Subjects: | |
| Online Access: | Connect to this title online |