Algorithmic Differentiation in Finance Explained

By Marc Henrard

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

• Format: Paperback
• Language: English
• ISBN: 3319539787
• ISBN13: 9783319539782
• Release Date: September 2017
• Publisher: Palgrave MacMillan
• Length: 103 Pages
• Weight: 0.39 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"