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Algorithmic Differentiation in Finance Explained

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Chapter1 Introduction.- Chapter2 The Principles of Algorithmic Differentiation.- Chapter3 Applications to Finance.- Chapter4 Automated Algorithmic differentiation.- Chapter5 Derivatives to Non-inputs and Non-derivatives to Inputs.- Chapter 6 Calibration.

120 pages, Paperback

Published September 9, 2017

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About the author

Marc Henrard

4 books

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