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Algorithmic Differentiation in Finance Explained

Algorithmic Differentiation in Finance Explained

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Product Details
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

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

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