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Recent Advances in Algorithmic Differentiation
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Pages: 356
Authors: Shaun Forth
Categories: Mathematics
Type: BOOK - Published: 2012-07-30 - Publisher: Springer Science & Business Media

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The proceedings represent the state of knowledge in the area of algorithmic differentiation (AD). The 31 contributed papers presented at the AD2012 conference c
Advances in Automatic Differentiation
Language: en
Pages: 366
Authors: Christian H. Bischof
Categories: Computers
Type: BOOK - Published: 2008-08-17 - Publisher: Springer Science & Business Media

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The Fifth International Conference on Automatic Differentiation held from August 11 to 15, 2008 in Bonn, Germany, is the most recent one in a series that began
Evaluating Derivatives
Language: en
Pages: 448
Authors: Andreas Griewank
Categories: Mathematics
Type: BOOK - Published: 2008-11-06 - Publisher: SIAM

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This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory,
Modern Computational Finance
Language: en
Pages: 592
Authors: Antoine Savine
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Type: BOOK - Published: 2018-11-20 - Publisher: John Wiley & Sons

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Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern finan
The Art of Differentiating Computer Programs
Language: en
Pages: 358
Authors: Uwe Naumann
Categories: Mathematics
Type: BOOK - Published: 2012-01-01 - Publisher: SIAM

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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