Modern Computational Finance: AAD and Parallel Simulations
Description
Modern Computational Finance: AAD and Parallel Simulations By Savine, Antoine Published by WILEY Publication Date: 2018-12-07 Subject: Business & Economics Finance General, Business & Economics Corporate Finance - General, Business & Economics Finance - General, Computers Programming General, Computers Programming - General, Mathematics Applied, Mathematics Applied, Mathematical & Statistical Software, Mathematical Theory Of Computation, Mathematics, Mathematical And Statistical Software, Hc Mathematik, Mathematics Applied, Mathematics, Applied, Business & Economics Finance General, Business & Economics, Finance, General, Computers Programming General, Computers, Programming, Mathematics, Hc Mathematik, Hc, Mathematik, Applied Mathematics, Modern Computational Finance; Aad; Parallel Simulations; Savine; Antoine Savine; Monte Carlo; Monte-Carlo; Parallel Simulation; C++; Financial Models; Risk Management; Automatic Differentiation; Adjoint Differentiation; Differentiation; Algorithmic Differentiation; Savine; Leif Andersen; Savine; Aad; Antoine Savine Modern Computational Finance; Antoine Savine Subject Keywords: Modern Computational Finance; AAD; Parallel Simulations; Savine; Antoine Savine; monte carlo; monte-carlo; parallel simulation; C++; financial models; risk management; automatic differentiation; adjoint differentiation; differentiation; algorithmic differentiation; Leif Andersen; antoine savine modern computational finance, Modern Computational Finance; AAD; Parallel Simulations; Savine; Antoine Savine; monte carlo; monte-carlo; parallel simulation; C++; financial models; risk management; automatic differentiation; adjoint differentiation; differentiation; algorithmic differentiation; savine; Leif Andersen; Savine; aad; antoine savine modern computational finance; antoine savine Genre: Mathematics, Applied, Business & Economics, Finance, General, Computers, Programming, General, Mathematics, Hc, Mathematik Target Audience: A Read for the Modern Generation
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