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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 finan
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Pages: 295
Pages: 295
Type: BOOK - Published: 2021-11-02 - Publisher: John Wiley & Sons
An incisive and essential guide to building a complete system for derivative scripting In Volume 2 of Modern Computational Finance Scripting for Derivatives and
Language: en
Pages: 551
Pages: 551
Type: BOOK - Published: 2022-03-21 - Publisher: John Wiley & Sons
This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the
Language: en
Pages: 474
Pages: 474
Type: BOOK - Published: 2004-01-27 - Publisher: Butterworth-Heinemann
Accompanying CD-ROM contains ... "working computer code, demonstration applications, and also PDF versions of several research articles that are referred to in
Language: en
Pages: 315
Pages: 315
Type: BOOK - Published: 2009 - Publisher: Imperial College Press
Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and