Login

Henrard, Marc

Algorithmic Differentiation in Finance Explained

Henrard, Marc - Algorithmic Differentiation in Finance Explained, ebook

26,15€

Ebook, PDF with Adobe DRM
ISBN: 9783319539799
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

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)
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
Financial Engineering Explained
Category
Economy
Format
Ebook
eISBN (PDF)
9783319539799
Printed ISBN
978-3-319-53978-2

Similar titles