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Modern computational finance : AAD and parallel simulations with professional implementation in C++ / Antoine Savine ; preface by Leif Andersen
Author
Savine, Antoine, 1970-
Published
Hoboken, New Jersey : John Wiley & Sons, Inc., [2019]
Physical Description
xxvi, 566 pages : color illustrations ; 24 cm
Full Text available online
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Subject(s)
Finance
—
Mathematical models
Finance
—
Computer simulation
Automatic differentiation
ISBN
9781119539452 (hardcover)
1119539455
Bibliography Note
Includes bibliographical references and index.
View MARC record
| catkey: 29247705