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Algorithmic Differentiation in Finance Explained (Financial Engineering Explained)
Algorithmic Differentiation in Finance Explained (Financial Engineering Explained) by Marc Henrard
English | 11 Sept. 2017 | ISBN: 3319539787 | 120 Pages | EPUB | 1.49 MB


This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD