Algorithmic Differentiation Finance Explained by Henrard Marc (16 results)
Language: English
Published by Palgrave Macmillan, 2017
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 27.28
£ 1.93 shippingShips within U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition.
Language: English
Published by Palgrave Macmillan, 2017
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
£ 31.14
£ 1.93 shippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
Language: English
Published by Palgrave Macmillan, 2017
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
£ 25.66
£ 11.98 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
Language: English
Published by Palgrave Macmillan, 2017
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
£ 25.65
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New.
Language: English
Published by Springer International Publishing AG, Cham, 2017
- Softcover
- First Edition
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contact seller5-star sellerCondition: New
£ 41.84
Free ShippingShips within U.S.A.Quantity: 1 available
Paperback. Condition: new. Paperback. This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a fo…cus on implementation.Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assimilation for many years. Over the last decade, it has been increasingly (and successfully) applied to financial risk management, where it provides an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Calculating derivatives exposure across a portfolio is no simple task. It requires many complex calculations and a large amount of computer power, which in prohibitively expensive and can be time consuming. Algorithmic differentiation techniques can be very successfully in computing Greeks and sensitivities of a portfolio with machine precision. Written by a leading practitioner who works and programmes AD, it offers a practical analysis of all the major applications of AD in the derivatives setting and guides the reader towards implementation. Open source code of the examples is provided with the book, with which readers can experiment and perform their own test scenarios without writing the related code themselves. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by Palgrave Macmillan, 2017
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 29.21
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition.
Language: English
Published by MacMillan, 2017
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 45.46
£ 2.92 shippingShips within U.S.A.Quantity: 4 available
Condition: New. pp. 116.
Language: English
Published by Palgrave Macmillan, 2017
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 43.92
£ 10.00 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Paperback. Condition: Brand New. 102 pages. 9.00x6.00x0.50 inches. In Stock.
Language: English
Published by Springer, Berlin, Palgrave Macmillan, 2017
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
£ 34.80
£ 52.30 shippingShips from Germany to U.S.A.Quantity: 2 available
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major application…s of AD in the derivatives setting with a focus on implementation.Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assimilation for many years. Over the last decade, it has been increasingly (and successfully) applied to financial risk management, where it provides an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Calculating derivatives exposure across a portfolio is no simple task. It requires many complex calculations and a large amount of computer power, which in prohibitively expensive and can be time consuming. Algorithmic differentiation techniques can be very successfully in computing Greeks and sensitivities of a portfolio with machine precision. Written by a leading practitioner who works and programmes AD, it offers a practical analysis of all the major applications of AD in the derivatives setting and guides the reader towards implementation. Open source code of the examples is provided with the book, with which readers can experiment and perform their own test scenarios without writing the related code themselves.
Language: English
Published by Springer, Berlin, 2017
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
Contact seller5-star sellerCondition: New
£ 31.01
£ 59.97 shippingShips from Germany to U.S.A.Quantity: 5 available
Taschenbuch. Condition: Neu. Algorithmic Differentiation in Finance Explained | Marc Henrard | Taschenbuch | xiii | Englisch | 2017 | Springer, Berlin | EAN 9783319539782 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer International Publishing AG, Cham, 2017
- Softcover
- First Edition
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contact seller5-star sellerCondition: New
£ 69.39
£ 27.12 shippingShips from Australia to U.S.A.Quantity: 1 available
Paperback. Condition: new. Paperback. This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a fo…cus on implementation.Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assimilation for many years. Over the last decade, it has been increasingly (and successfully) applied to financial risk management, where it provides an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Calculating derivatives exposure across a portfolio is no simple task. It requires many complex calculations and a large amount of computer power, which in prohibitively expensive and can be time consuming. Algorithmic differentiation techniques can be very successfully in computing Greeks and sensitivities of a portfolio with machine precision. Written by a leading practitioner who works and programmes AD, it offers a practical analysis of all the major applications of AD in the derivatives setting and guides the reader towards implementation. Open source code of the examples is provided with the book, with which readers can experiment and perform their own test scenarios without writing the related code themselves. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Language: English
Published by Palgrave Macmillan, 2017
- Softcover
- Print on Demand
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
Contact seller5-star sellerCondition: New
£ 28.78
£ 3.43 shippingShips from Italy to U.S.A.Quantity: Over 20 available
Condition: new. Questo è un articolo print on demand.
Language: English
Published by MacMillan, 2017
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 43.71
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 4 available
Condition: New. Print on Demand pp. 116.
Language: English
Published by Springer, Berlin, Springer International Publishing, Macmillan Education Sep 2017, 2017
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
Contact seller5-star sellerCondition: New
£ 31.15
£ 19.70 shippingShips from Germany to U.S.A.Quantity: 2 available
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the m…ajor applications of AD in the derivatives setting with a focus on implementation.Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assimilation for many years. Over the last decade, it has been increasingly (and successfully) applied to financial risk management, where it provides an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Calculating derivatives exposure across a portfolio is no simple task. It requires many complex calculations and a large amount of computer power, which in prohibitively expensive and can be time consuming. Algorithmic differentiation techniques can be very successfully in computing Greeks and sensitivities of a portfolio with machine precision. Written by a leading practitioner who works and programmes AD, it offers a practical analysis of all the major applications of AD in the derivatives setting and guides the reader towards implementation. Open source code of the examples is provided with the book, with which readers can experiment and perform their own test scenarios without writing the related code themselves. 103 pp. Englisch.
Language: English
Published by MacMillan, 2017
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
£ 46.88
£ 8.52 shippingShips from Germany to U.S.A.Quantity: 4 available
Condition: New. PRINT ON DEMAND pp. 116.
Language: English
Published by Springer International Publishing, 2017
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 29.73
£ 41.97 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Marc Henrard is Head of Quantitative Research and Advisory Partner at OpenGamma, a provider of derivatives risk analytics solutions. Marc is also an Visiting Professor at University College London. He has over 15 year…s experience in finance, including s.
