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Modern Computational Finance /

Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of m...

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Bibliographic Details
Main Authors: Savine, Antoine (Author), Andersen, Leif (Author)
Corporate Author: Safari, an O'Reilly Media Company
Format: eBook
Language:English
Published: Wiley, 2018.
Edition:1st edition.
Subjects:
Electronic books.
Online Access:Connect to this electronic resource

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