Modern Computational Finance: AAD and Parallel Simulations

Antoine Savine

Описание

Trim Size: 6in x 9in ❦ Savine539452 ffirs.tex V1 - 09/26/2018 7:26pm Page iv
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Library of Congress Cataloging-in-Publication Data
Names: Savine, Antoine, 1970- author.
Title: Modern computational finance : AAD and parallel simulations / Antoine
Savine.
Description: Hoboken, New Jersey : John Wiley & Sons, Inc., [2019] | Includes
bibliographical references and index. |
Identifiers: LCCN 2018041510 (print) | LCCN 2018042197 (ebook) | ISBN
9781119539544 (Adobe PDF) | ISBN 9781119539520 (ePub) | ISBN 9781119539452
(hardcover)
Subjects: LCSH: Finance—Mathematical models. | Finance—Computer simulation.
| Automatic differentiation.
Classification: LCC HG106 (ebook) | LCC HG106 .S28 2019 (print) | DDC
332.01/5195—dc23
Cover Design: Wiley
Printed in the United States of America
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Детали

Год издания
2019
Format
pdf