Overview
Discusses Algorithmic Differentiation specifically applied to financeProvides guidance on theory and the practical application to financial marketsOffers working code for testing and analysis
- | Author: Marc Henrard
- | Publisher: Palgrave MacMillan
- | Publication Date: Sep 11, 2017
- | Number of Pages: 103 pages
- | Binding: Paperback or Softback
- | ISBN-10: 3319539787
- | ISBN-13: 9783319539782