Modern 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

See all articles by Antoine Savine

Antoine Savine

Danske Bank; University of Copenhagen - Copenhagen University

Leif Andersen

Independent

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

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

Antoine Savine (Contact Author)

Danske Bank ( email )

DK-1092 Copenhagen K
Denmark

HOME PAGE: http://me.asavine.com

University of Copenhagen - Copenhagen University ( email )

studiestraede 6
copenhagen, 1455
Denmark

HOME PAGE: http://www.math.ku.dk/english/staff/?pure=en/persons/590245

Leif Andersen

Independent

No Address Available

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