Further Maths

Tom Hyer

Chapter 7 in Derivatives Algorithms:Volume 1: Bones, 2015, pp 103-145 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Besides the vector and matrix computations discussed in Ch. 4, we require a good deal of other mathematical functionality, some of it quite specialized to the field of derivatives.

Keywords: Derivatives; Quantitative; Numerical; Code Generation; C++; C++11; Algorithms; Coding; Protocols; Interfaces; Persistence; Indices; Underdetermined; Multiple Dispatch; Extensibility (search for similar items in EconPapers)
Date: 2015
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