Modern computational finance : AAD and parallel simulations : with professional implementation in C++

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Material Type: 図書
ISBN: 9781119539452
Title: Modern computational finance : AAD and parallel simulations : with professional implementation in C++
Author/Editor: Antoine Savine ; preface by Leif Andersen
Author Heading: Savine, Antoine
Andersen, Leif B. G
https://ci.nii.ac.jp/author/DA17282020
Publication, Distribution, etc.: John Wiley & Sons
Publication Date: c2019
Publication Date (W3CDTF): 2019
Size: 24 cm
Place of Publication (Country Code): us
Text Language Code: en
Subject Heading: Finance -- Mathematical models
Finance -- Computer simulation
Automatic differentiation
LCC: HG106
Target Audience: 一般
Note (General): Includes bibliographical references and index
Related Material (URI): https://ci.nii.ac.jp/ncid/BB28442378#entity
https://lccn.loc.gov/2018041510
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BB28442378 : BB28442378
LC Control Number: 2018041510
https://lccn.loc.gov/2018041510