Henrard, Marc
Algorithmic Differentiation in Finance Explained
Table of contents
1. Introduction
Marc Henrard
2. The Principles of Algorithmic Differentiation
Marc Henrard
3. Application to Finance
Marc Henrard
4. Automatic Algorithmic Differentiation
Marc Henrard
5. Derivatives to Non-inputs and Non-derivatives to Inputs
Marc Henrard
6. Calibration
Marc Henrard
Keywords: Finance, Financial Engineering, Quantitative Finance
- Author(s)
- Henrard, Marc
- Publisher
- Springer
- Publication year
- 2017
- Language
- en
- Edition
- 1
- Series
- Financial Engineering Explained
- Page amount
- 13 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783319539799
- Printed ISBN
- 978-3-319-53978-2