Algorithmic differentiation in finance explained. (2017)

• Record Type: Book
• Further Information: Note: Marc Henrard.
• Authors: Henrard, Marc, 1968-
• Contents: Chapter1 Introduction.- Chapter2 The Principles of Algorithmic Differentiation.- Chapter3 Applications to Finance.- Chapter4 Automated Algorithmic differentiation.- Chapter5 Derivatives to Non-inputs and Non-derivatives to Inputs.- Chapter 6 Calibration.
• Publisher Details: Basingstoke, Hampshire : Palgrave Macmillan
• Publication Date: 2017
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.6457; Differential calculus -- Data processing; Differential-difference equations -- Data processing; Derivative securities; Financial risk management
• Languages: English
• ISBNs: 9783319539799
• Related ISBNs: 9783319539782
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.