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

Modern computational finance : AAD and parallel simulations : with professional implementation in C++
Paper図書
Antoine Savine ; preface by Leif AndersenJohn Wiley & Sonsc2019.
Other Libraries in Japan
  • Subject HeadingFinance -- Mathematical models Finance -- Computer simulation Automatic differentiation
  • Subject Heading (ID)Finance -- Mathematical models Finance -- Computer simulation Automatic differentiation

Automatic differentiation in MATLAB using ADMAT with applications

Automatic differentiation in MATLAB using ADMAT with applications
Paper図書
Thomas F. Coleman, Wei XuSociety for Industrial and Applied Mathematicsc2016
Other Libraries in Japan
  • Subject Heading...l optimization Automatic differentiation Financial engineering -- Comp...
  • Subject Heading (ID)...l optimization Automatic differentiation Financial engineering -- Comp...

The art of differentiating computer programs : an introduction to algorithmic differentiation

The art of differentiating computer programs : an introduction to algorithmic differentiation
Paper図書
Uwe NaumannSociety for Industrial and Applied Mathematicsc2011
Other Libraries in Japan
  • Subject HeadingComputer programs Automatic differentiations Sensitivity theory (Mathemat...
  • Subject Heading (ID)Computer programs Automatic differentiations Sensitivity theory (Mathemat...

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