Title Modern computational finance : AAD and parallel simulations with professional implementation in C++ / Antoine Savine ; preface by Leif Andersen

Published Hoboken, New Jersey : John Wiley & Sons, Inc., [2019]

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Description 1 online resource Bibliography Includes bibliographical references and index Notes Description based on print version record and CIP data provided by publisher Subject Finance -- Mathematical models. Finance -- Computer simulation Automatic differentiation. BUSINESS & ECONOMICS / Finance Automatic differentiation Finance -- Mathematical models Form Electronic book LC no. 2018042197 ISBN 9781119539544 1119539544 9781119539520 1119539528

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