Modern Computational Finance: AAD and Parallel Simulations
Modern Computational Finance: AAD and Parallel Simulations Book Details:
Book Title: | Modern Computational Finance: AAD and Parallel Simulations |
Author: | SAVINE |
ISBN-13: | 9781119539452 |
Publication: | Wiley |
Reprint Year: | 2018 |
Buy now SAVINE Modern Computational Finance: AAD and Parallel Simulations book from madrasshoppe.com and get it delivered to all pincodes in India.
-
COD Available. Delivery Time 4 - 7 Working Days in India.
-
For General Enquiries WhatsApp 7200833323 (Chat Support)
-
Trusted by over 100K+ customers
Modern Computational Finance: AAD and Parallel Simulations Book Information:
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. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. 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.
Book Type :
Book Binding :
Language :
Number of Pages :
ISBN - 10 :
Modern Computational Finance: AAD and Parallel Simulations Published On :
Resource:
- Modern Computational Finance: AAD and Parallel Simulations Book is not for reading online or for free download in PDF or eBook format.
- Table of Contents,Index,Syllabus,summary and image of Modern Computational Finance: AAD and Parallel Simulations book may be of a different edition or of the same title.
- Price can change due to reprinting, price change by publisher or sourcing cost change for imported books.
- Modern Computational Finance: AAD and Parallel Simulations by SAVINE Book reviews and ratings are trustworthy and product description given above are true to the best. Product Description posted here by sellers would be updated based on the Customers feedback, if the details are not accurate.
- Customers who bought this product can write your best reviews and suggest the product if the item's price is low which would be helpful for the buyers interested to purchase. Read Best & Top Books related to this item
- The above Bibliographic information is specific to this book listed for sale
- Special offers, deals & discounts on this product are subject to the terms and conditions of the website
Higher Education Textbooks
Paperback
English
592
1119539455
Import, 7 Dec 2018
Textbooks & Study Guides, Higher Education Textbooks Books for Students, Teachers, Graudates, Professionals and all others
Disclaimer: