Marc Henrard

 (Author)

Algorithmic Differentiation in Finance Explained (2017)Paperback - 2017, 11 September 2017

Algorithmic Differentiation in Finance Explained (2017)
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Part of Series
Financial Engineering Explained
Print Length
103 pages
Language
English
Publisher
Palgrave MacMillan
Date Published
11 Sep 2017
ISBN-10
3319539787
ISBN-13
9783319539782

Description

Discusses Algorithmic Differentiation specifically applied to finance

Provides guidance on theory and the practical application to financial markets

Offers working code for testing and analysis

Product Details

Author:
Marc Henrard
Book Edition:
2017
Book Format:
Paperback
Country of Origin:
NL
Date Published:
11 September 2017
Dimensions:
23.39 x 15.6 x 0.64 cm
ISBN-10:
3319539787
ISBN-13:
9783319539782
Language:
English
Location:
Cham
Pages:
103
Publisher:
Palgrave MacMillan
Series:
Financial Engineering Explained
Weight:
176.9 gm

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