{"product_id":"153608023_product","title":"Leif Andersen - Modern Computational Finance : AAD and Parallel Simula","description":"New Store Stock\u003cbr\u003e\u003cstrong\u003eAbout this Item\u003c\/strong\u003e\u003cbr\u003e\u003cbr\u003eThe item is a book Hardback\u003cbr\u003eThe Author Name is Leif Andersen\u003cbr\u003eThe Title is Modern Computational Finance : AAD and Parallel Simulations\u003cbr\u003e\u003cbr\u003eCondition New\u003cbr\u003e\u003cbr\u003eOther Comments\u003cbr\u003eNew Store Stock\u003cbr\u003eCategory - Business \u0026amp; Economics\u003cbr\u003e\u003cbr\u003e\u003cbr\u003eProduct Description -\u003cbr\u003eArguably 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, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance.\r\n\r\n   Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software.\r\n\r\n   This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates.   The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library.\r\n\r\n Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.\u003cbr\u003e\u003cp\u003eWhen possible we will add details of the items we are selling to help buyers know what is included in the item for sale. The details are provided automatically from our central master database and can sometimes be wrong.\u003c\/p\u003e\n\n\u003cp\u003eBooks are released in many editions and variations, such as standard edition, re-issue, not for sale, promotional, special edition, limited edition, and many other editions and versions.  The Book you receive could be any of these editions or variations. If you are looking for a specific edition or version please contact us to verify what we are selling.\u003c\/p\u003e\n\n\u003cp\u003e \u003c\/p\u003e\n\n\u003cp\u003e\u003cstrong\u003eGift Ideas\u003c\/strong\u003e\u003cbr\u003e\nThis is a great gift idea.\u003c\/p\u003e\n\n\u003cp\u003e \u003c\/p\u003e\n\n\u003cp\u003e\u003cstrong\u003eHours of Service\u003c\/strong\u003e\u003cbr\u003e\nWe have many warehouses, some of the warehouses process orders seven days a week, but the Administration Support Staff are located at a head office location, outside of the warehouses, and typically work only Monday to Friday.\u003c\/p\u003e\n\u003cbr\u003eLocation ID 245z\u003cbr\u003e\u003cbr\u003eiHaveit SKU ID 1351887159\u003cbr\u003e\u003cbr\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title \/ unisex","offer_id":45324262047988,"sku":"1351887159","price":67.76,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/ihaveitmarketplace.com\/products\/153608023_product","provider":"iHaveit","version":"1.0","type":"link"}