Evaluating Derivatives

Evaluating Derivatives
Author :
Publisher : SIAM
Total Pages : 448
Release :
ISBN-10 : 9780898716597
ISBN-13 : 0898716594
Rating : 4/5 (594 Downloads)

Book Synopsis Evaluating Derivatives by : Andreas Griewank

Download or read book Evaluating Derivatives written by Andreas Griewank and published by SIAM. This book was released on 2008-11-06 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.


Evaluating Derivatives Related Books

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,
Active Calculus 2018
Language: en
Pages: 560
Authors: Matthew Boelkins
Categories:
Type: BOOK - Published: 2018-08-13 - Publisher: Createspace Independent Publishing Platform

DOWNLOAD EBOOK

Active Calculus - single variable is a free, open-source calculus text that is designed to support an active learning approach in the standard first two semeste
Evaluating Derivatives
Language: en
Pages: 390
Authors: Andreas Griewank
Categories: Mathematics
Type: BOOK - Published: 1987-01-01 - Publisher: Society for Industrial and Applied Mathematics

DOWNLOAD EBOOK

Algorithmic, or automatic, differentiation (AD) is concerned with the accurate and efficient evaluation of derivatives for functions defined by computer program
An Introduction to the Mathematics of Financial Derivatives
Language: en
Pages: 550
Authors: Salih N. Neftci
Categories: Business & Economics
Type: BOOK - Published: 2000-05-19 - Publisher: Academic Press

DOWNLOAD EBOOK

A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new o
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