Modern Computational Finance: AAD and Parallel SimulationsКНИГИ » ПРОГРАММИНГ
Название: Modern Computational Finance: AAD and Parallel Simulations Автор: Antoine Savine Издательство: Wiley ISBN: 1119539455 Год: 2018 Страниц: 592 Язык: английский Формат: pdf (true) Размер: 10.16 MB
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware.
This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates.
The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
Скачать Modern Computational Finance: AAD and Parallel Simulations
Computational Actuarial Science with R Название: Computational Actuarial Science with R Автор: Arthur Charpentier Издательство: Chapman and Hall/CRC Серия: The R Series ISBN: 1466592591 ...
Навигация
Вход на сайт
Реклама
Modern Computational Finance: AAD and Parallel Simulations 
