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Savine, Antoine
Libros de: Savine, Antoine
Mostrando 1 libros encontrados. (1 páginas).
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Modern Computational Finance "AAD and Parallel Simulations "
Savine, Antoine
Wiley & Sons Ltd. (2018)
- EAN: 9781119539452
- Páginas: 570
- Fecha de edición: 2018
pvp.99,95 €
Disponible entre 11 y 20 dias
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware.
