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Item Details
Title: HIGH-PERFORMANCE COMPUTING IN FINANCE
PROBLEMS, METHODS, AND SOLUTIONS
By: Erik Vynckier (Editor), Juho Kanniainen (Editor), John Keane (Editor)
Format: Electronic book text

List price: £76.99


We believe that this item is permanently unavailable, and so we cannot source it.

ISBN 10: 1482299674
ISBN 13: 9781482299670
Publisher: TAYLOR & FRANCIS INC
Pub. date: 31 January, 2017
Series: Chapman and Hall/CRC Financial Mathematics Series
Pages: 352
Synopsis: This general book on high-performance computing in finance is academically and pragmatically relevant as it is built around real-life challenges. The text covers the newest techniques such as automatic differentiation, dataflow, and large scale computation for Basel III, Solvency II, and stochastic programming. With illustrative success stories in the use of high-performance computing in the finance and insurance industries, the book imparts the wisdom of adopting this method of numbers crunching to achieve business goals.
Illustrations: 50 Illustrations, black and white
Publication: US
Imprint: Chapman & Hall/CRC
Returns: Non-returnable
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