Modern Computational Finance : AAD and Parallel Simulations with professional implementation in C++ /

Includes bibliographical references and index

Bibliographic Details
Main Authors: Savine, Antoine, 1970-, author, Andersen, Leif, writer of preface
Format:
Language:eng
Published: Hoboken, New Jersey : John Wiley & Sons, Inc., 2019
Subjects:
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author Savine, Antoine, 1970-, author
Andersen, Leif, writer of preface
author_facet Savine, Antoine, 1970-, author
Andersen, Leif, writer of preface
author_sort Savine, Antoine, 1970-, author
collection OCEAN
description Includes bibliographical references and index
first_indexed 2024-03-05T16:12:08Z
format
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institution Universiti Teknologi Malaysia - OCEAN
language eng
last_indexed 2024-03-05T16:12:08Z
publishDate 2019
publisher Hoboken, New Jersey : John Wiley & Sons, Inc.,
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spelling KOHA-OAI-TEST:5536192020-12-19T17:20:55ZModern Computational Finance : AAD and Parallel Simulations with professional implementation in C++ / Savine, Antoine, 1970-, author Andersen, Leif, writer of preface Hoboken, New Jersey : John Wiley & Sons, Inc.,2019engIncludes bibliographical references and indexPART I. Modern Parallel Programming PART II. Parallel Simulation PART III. Constant Time DifferentiationPSZJBLFinanceFinance Automatic differentiationURN:ISBN:9781119539452
spellingShingle Finance
Finance
Automatic differentiation
Savine, Antoine, 1970-, author
Andersen, Leif, writer of preface
Modern Computational Finance : AAD and Parallel Simulations with professional implementation in C++ /
title Modern Computational Finance : AAD and Parallel Simulations with professional implementation in C++ /
title_full Modern Computational Finance : AAD and Parallel Simulations with professional implementation in C++ /
title_fullStr Modern Computational Finance : AAD and Parallel Simulations with professional implementation in C++ /
title_full_unstemmed Modern Computational Finance : AAD and Parallel Simulations with professional implementation in C++ /
title_short Modern Computational Finance : AAD and Parallel Simulations with professional implementation in C++ /
title_sort modern computational finance aad and parallel simulations with professional implementation in c
topic Finance
Finance
Automatic differentiation
work_keys_str_mv AT savineantoine1970author moderncomputationalfinanceaadandparallelsimulationswithprofessionalimplementationinc
AT andersenleifwriterofpreface moderncomputationalfinanceaadandparallelsimulationswithprofessionalimplementationinc