Télécharger le livre :  Modern Computational Finance
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An incisive and essential guide to building a complete system for derivative scripting  In Volume 2 of Modern Computational Finance Scripting for Derivatives and xVA, quantitative finance experts and practitioners Drs. Antoine Savine and Jesper Andreasen deliver an...

Editeur : Wiley
Parution : 2021-10-27

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Télécharger le livre :  Modern Computational Finance
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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.AAD...

Editeur : Wiley
Parution : 2018-11-13

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73,99