Leif Andersen

Independent

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Scholarly Papers (1)

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Modern Computational Finance: AAD and Parallel Simulations (Table of Contents and Preface)

Modern Computational Finance: AAD and Parallel Simulations (2018)
Number of pages: 22 Posted: 13 Dec 2018
Antoine Savine and Leif Andersen
Danske Bank and Independent
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Abstract:

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Antoine Savine, automatic differentiation, adjoint differentiation, algorithmic differentiation, monte-carlo, financial derivatives, risk management, C plus plus, parallel computing