Goodreads helps you keep track of books you want to read.
Start by marking “Modern Computational Finance: Aad and Parallel Simulations” as Want to Read:
Modern Computational Finance: Aad and Parallel Simulations
Enlarge cover
Rate this book
Clear rating
Open Preview

Modern Computational Finance: Aad and Parallel Simulations

by
it was amazing 5.00  ·  Rating details ·  3 ratings  ·  0 reviews
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware.

AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, devel
...more
Hardcover, 592 pages
Published November 20th 2018 by Wiley
More Details... edit details

Friend Reviews

To see what your friends thought of this book, please sign up.

Reader Q&A

To ask other readers questions about Modern Computational Finance, please sign up.

Be the first to ask a question about Modern Computational Finance

This book is not yet featured on Listopia. Add this book to your favorite list »

Community Reviews

Showing 1-10
it was amazing 5.00  · 
Rating details
 ·  3 ratings  ·  0 reviews


More filters
 | 
Sort order
Wojciech
rated it it was amazing
Nov 14, 2018
Bernard Gourion
rated it it was amazing
Jan 17, 2019
H-J Terp
rated it it was amazing
Nov 16, 2018
Yg Cheng
marked it as to-read
Nov 22, 2018
Seyed Mousavi
marked it as to-read
Jan 11, 2019
Nadia El
is currently reading it
Jan 12, 2019
Nonok
marked it as to-read
Mar 16, 2019
João Andrade
marked it as to-read
Apr 13, 2019
P
marked it as to-read
Apr 17, 2019
Sine Zambach
is currently reading it
May 18, 2019
There are no discussion topics on this book yet. Be the first to start one »
6 followers
Antoine Savine is a mathematician, and finance academic and practitioner. A PhD in Mathematics from Copenhagen University and a quantitative researcher at Danske Bank, Antoine Savine also teaches volatility and numerical finance at Copenhagen University.
Antoine Savine is an expert C++ programmer and one of the key contributors to Danske Bank’s CVA (counterparty value adjustment) system, which won
...more