Modern computational finance : AAD and parallel simulations with professional implementation in C++
Antoine Savine ; preface by Leif Andersen
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Savine, Antoine |
| Other Persons: | Andersen, Leif B. G. (introduction) |
| Publisher: |
Hoboken, New Jersey : Wiley |
| Subject: | Algorithmic Adjoint Differentiation | Computational Finance | Finanzmathematik | Mathematical finance | Softwareentwicklung | Software development | Simulation | Derivat | Derivative |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | xxvi, 566 Seiten Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index |
| ISBN: | 978-1-119-53945-2 ; 978-1-119-53954-4 ; 978-1-119-53952-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011904952