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

Main Author: Savine, Antoine
Other Authors: Andersen, Leif
Published: Hoboken, New Jersey: John Wiley & Sons, 2019.
Subjects:
Online Access: http://library.unisel.edu.my/equip-unisel/custom/ebook_catalog/ebook/ModernComputationalFinance_%20AADandParallelSimulationscompressed.pdf
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100 1 |a Savine, Antoine  
245 1 0 |a Modern computational finance :   |b AAD and parallel simulations with professional implementation in C++   |c Antoine Savine ; preface by Leif Andersen. 
264 1 |a Hoboken, New Jersey:   |b John Wiley & Sons,   |c 2019. 
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650 0 |a Automatic differentiation  
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