Applied Derivatives provides a detailed, yet relatively non-technical, treatment of the conceptual foundations of derivative securities markets' pricing and inv

This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory,

Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with lead

The concept of higher order derivatives is useful in many branches of mathematics and its applications. As they are useful in many places, nth order derivatives

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