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Algorithmic Differentiation in Finance Explained
Paperback
Series: Financial Engineering Explained
Investing & FinanceGeneral Mathematics
ISBN13: 9783319539782
Publisher: Palgrave Macmillan
Published: Sep 11 2017
Pages: 103
Weight: 0.39
Height: 0.25 Width: 6.14 Depth: 9.21
Language: English
Discusses Algorithmic Differentiation specifically applied to finance
Provides guidance on theory and the practical application to financial markets
Offers working code for testing and analysis
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