Related Books

Advances in Automatic Differentiation
Language: en
Pages: 366
Authors: Christian H. Bischof
Categories: Computers
Type: BOOK - Published: 2008-08-17 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The Fifth International Conference on Automatic Differentiation held from August 11 to 15, 2008 in Bonn, Germany, is the most recent one in a series that began
Automatic Differentiation of Algorithms
Language: en
Pages: 466
Authors: George Corliss
Categories: Computers
Type: BOOK - Published: 2002-01-08 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

A survey book focusing on the key relationships and synergies between automatic differentiation (AD) tools and other software tools, such as compilers and paral
Evaluating Derivatives
Language: en
Pages: 448
Authors: Andreas Griewank
Categories: Mathematics
Type: BOOK - Published: 2008-11-06 - Publisher: SIAM

DOWNLOAD EBOOK

This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory,
The Art of Differentiating Computer Programs
Language: en
Pages: 358
Authors: Uwe Naumann
Categories: Mathematics
Type: BOOK - Published: 2012-01-01 - Publisher: SIAM

DOWNLOAD EBOOK

This is the first entry-level book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation of first- and h
Modern Computational Finance
Language: en
Pages: 592
Authors: Antoine Savine
Categories: Mathematics
Type: BOOK - Published: 2018-11-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern finan