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
Nyckelord: Finance, Financial Engineering, Quantitative Finance
- Författare
- Henrard, Marc
- Utgivare
- Springer
- Utgivningsår
- 2017
- Språk
- en
- Utgåva
- 1
- Serie
- Financial Engineering Explained
- Sidantal
- 13 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9783319539799
- Tryckt ISBN
- 978-3-319-53978-2
