Download This PaperModern Computational Finance: AAD and Parallel Simulations (Table of Contents and Preface)
Modern Computational Finance: AAD and Parallel Simulations (2018)
22 Pages Posted: 13 Dec 2018
Date Written: November 9, 2018
Abstract
Public preview of Antoine Savine's book "Modern Computational Finance: AAD and Parallel Simulations", published by Wiley in November 2018.
Keywords: Antoine Savine, automatic differentiation, adjoint differentiation, algorithmic differentiation, monte-carlo, financial derivatives, risk management, C plus plus, parallel computing
Suggested Citation: Suggested Citation
Savine, Antoine and Andersen, Leif, Modern Computational Finance: AAD and Parallel Simulations (Table of Contents and Preface) (November 9, 2018). Modern Computational Finance: AAD and Parallel Simulations (2018), Available at SSRN: https://ssrn.com/abstract=3281877
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