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Modern Computational Finance: Scripting for Derivatives and xVA
Antoine SavineCurrent price €80.09Original price €88.99An incisive and essential guide to building a complete system for derivative scripting In Volume 2 of Modern Computational Finance Scripting for D...
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Modern Computational Finance: AAD and Parallel Simulations
Antoine SavineCurrent price €84.54Original price €88.99Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in...
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