Evaluating Derivatives
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Author | : Andreas Griewank |
Publisher | : SIAM |
Total Pages | : 448 |
Release | : 2008-11-06 |
Genre | : Mathematics |
ISBN | : 0898716594 |
Download Evaluating Derivatives Book in PDF, Epub and Kindle
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.
Author | : Andreas Griewank |
Publisher | : Society for Industrial and Applied Mathematics |
Total Pages | : 390 |
Release | : 1987-01-01 |
Genre | : Mathematics |
ISBN | : 9780898714517 |
Download Evaluating Derivatives Book in PDF, Epub and Kindle
Algorithmic, or automatic, differentiation (AD) is concerned with the accurate and efficient evaluation of derivatives for functions defined by computer programs. No truncation errors are incurred, and the resulting numerical derivative values can be used for all scientific computations that are based on linear, quadratic, or even higher order approximations to nonlinear scalar or vector functions. In particular, AD has been applied to optimization, parameter identification, equation solving, the numerical integration of differential equations, and combinations thereof. Apart from quantifying sensitivities numerically, AD techniques can also provide structural information, e.g., sparsity pattern and generic rank of Jacobian matrices.
Author | : Matthew Boelkins |
Publisher | : Createspace Independent Publishing Platform |
Total Pages | : 560 |
Release | : 2018-08-13 |
Genre | : |
ISBN | : 9781724458322 |
Download Active Calculus 2018 Book in PDF, Epub and Kindle
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 semesters of calculus, including approximately 200 activities and 500 exercises. In the HTML version, more than 250 of the exercises are available as interactive WeBWorK exercises; students will love that the online version even looks great on a smart phone. Each section of Active Calculus has at least 4 in-class activities to engage students in active learning. Normally, each section has a brief introduction together with a preview activity, followed by a mix of exposition and several more activities. Each section concludes with a short summary and exercises; the non-WeBWorK exercises are typically involved and challenging. More information on the goals and structure of the text can be found in the preface.
Author | : C. C. Edwards |
Publisher | : John Wiley & Sons |
Total Pages | : 362 |
Release | : 2005-08-05 |
Genre | : Computers |
ISBN | : 0471778206 |
Download TI-89 Graphing Calculator For Dummies Book in PDF, Epub and Kindle
Do you own a TI-89, TI-89 Titanium, TI-92 Plus, or a Voyage 200 graphing calculator? If you do, or if you need to get one for school or your job, then you need to know how it works and how to make the most of its functions. TI-89 For Dummies is the plain-English nuts-and-bolts guide that gets you up and running on all the things your TI-89 can do, quickly and easily. This hands-on reference guides you step by step through various tasks and even shows you how to add applications to your calculator. Soon you’ll have the tools you need to: Solve equations and systems of equations Factor polynomials Evaluate derivatives and integrals Graph functions, parametric equations, polar equations, and sequences Create Stat Plots and analyze statistical data Multiply matrices Solve differential equations and systems of differential equations Transfer files between two or more calculators Save calculator files on your computer Packed with exciting and valuable applications that you can download from the Internet and install through your computer, as well as common errors and messages with explanations and solutions, TI-89 For Dummies is the one-stop reference for all your graphing calculator questions!
Author | : Kendall Atkinson |
Publisher | : CRC Press |
Total Pages | : 184 |
Release | : 2019-11-11 |
Genre | : Mathematics |
ISBN | : 1000725987 |
Download Spectral Methods Using Multivariate Polynomials On The Unit Ball Book in PDF, Epub and Kindle
Spectral Methods Using Multivariate Polynomials on the Unit Ball is a research level text on a numerical method for the solution of partial differential equations. The authors introduce, illustrate with examples, and analyze 'spectral methods' that are based on multivariate polynomial approximations. The method presented is an alternative to finite element and difference methods for regions that are diffeomorphic to the unit disk, in two dimensions, and the unit ball, in three dimensions. The speed of convergence of spectral methods is usually much higher than that of finite element or finite difference methods. Features Introduces the use of multivariate polynomials for the construction and analysis of spectral methods for linear and nonlinear boundary value problems Suitable for researchers and students in numerical analysis of PDEs, along with anyone interested in applying this method to a particular physical problem One of the few texts to address this area using multivariate orthogonal polynomials, rather than tensor products of univariate polynomials.
Author | : Salih N. Neftci |
Publisher | : Academic Press |
Total Pages | : 550 |
Release | : 2000-05-19 |
Genre | : Business & Economics |
ISBN | : 0125153929 |
Download An Introduction to the Mathematics of Financial Derivatives Book in PDF, Epub and Kindle
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 ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
Author | : Gordon M. Bodnar |
Publisher | : |
Total Pages | : 42 |
Release | : 1998 |
Genre | : Corporations |
ISBN | : |
Download Derivatives Usage in Risk Management by U.S. and German Non-financial Firms Book in PDF, Epub and Kindle
This paper is a comparative study of the responses to the 1995 Wharton School survey of derivative usage among US non- financial firms and a 1997 companion survey on German non-financial firms. It is not a mere comparison of the results of both studies, but a comparative study, drawing a comparable subsample of firms from the US study to match the sample of German firms on both size and industry composition.
Author | : Antoon Pelsser |
Publisher | : Springer Science & Business Media |
Total Pages | : 177 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 1447138880 |
Download Efficient Methods for Valuing Interest Rate Derivatives Book in PDF, Epub and Kindle
This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore a host of practical issues.
Author | : George Chacko |
Publisher | : Pearson Education |
Total Pages | : 353 |
Release | : 2006-06-02 |
Genre | : Business & Economics |
ISBN | : 0132715929 |
Download Credit Derivatives Book in PDF, Epub and Kindle
The credit risk market is the fastest growing financial market in the world, attracting everyone from hedge funds to banks and insurance companies. Increasingly, professionals in corporate finance need to understand the workings of the credit risk market in order to successfully manage risk in their own organizations; in addition, some wish to move into the field on a full-time basis. Most books in the field, however, are either too academic for working professionals, or written for those who already possess extensive experience in the area. Credit Derivatives fills the gap, explaining the credit risk market clearly and simply, in language any working financial professional can understand. Harvard Business School faculty member George C. Chacko and his colleagues begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it.
Author | : Dragana Pilipovic |
Publisher | : McGraw Hill Professional |
Total Pages | : 530 |
Release | : 2007-08-13 |
Genre | : Business & Economics |
ISBN | : 0071594477 |
Download Energy Risk: Valuing and Managing Energy Derivatives Book in PDF, Epub and Kindle
The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets. Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions. The Second Edition of Energy Risk features: Detailed coverage of the primary factors that influence energy risk Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options Specific guidelines and tools for achieving risk goals New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more