This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained wil
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessibl
Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a gap between how quantitative researchers, analy
Equity Derivatives Explained is written in a clear, concise and down-to-earth manner by a long time practitioner and published author, this book delivers the necessary knowledge about equity derivativ
