Evaluating Derivatives PDF Download
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Author: Andreas Griewank
Publisher: SIAM
ISBN: 0898716594
Category : Mathematics
Languages : en
Pages : 448
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Book Description
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: SIAM
ISBN: 0898716594
Category : Mathematics
Languages : en
Pages : 448
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Book Description
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: Matthew Boelkins
Publisher: Createspace Independent Publishing Platform
ISBN: 9781724458322
Category :
Languages : en
Pages : 560
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Book Description
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: Uwe Naumann
Publisher: SIAM
ISBN: 9781611972078
Category : Mathematics
Languages : en
Pages : 358
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Book Description
This is the first entry-level book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation of first- and higher-order tangent-linear and adjoint code. The author covers the mathematical underpinnings as well as how to apply these observations to real-world numerical simulation programs. Readers will find: examples and exercises, including hints to solutions; the prototype AD tools dco and dcc for use with the examples and exercises; first- and higher-order tangent-linear and adjoint modes for a limited subset of C/C++, provided by the derivative code compiler dcc; a supplementary website containing sources of all software discussed in the book, additional exercises and comments on their solutions (growing over the coming years), links to other sites on AD, and errata.
Author: Salih N. Neftci
Publisher: Academic Press
ISBN: 0125153929
Category : Business & Economics
Languages : en
Pages : 550
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Book Description
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: Christian H. Bischof
Publisher: Springer Science & Business Media
ISBN: 3540689427
Category : Computers
Languages : en
Pages : 366
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Book Description
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 in Breckenridge, USA, in 1991 and continued in Santa Fe, USA, in 1996, Nice, France, in 2000 and Chicago, USA, in 2004. The 31 papers included in these proceedings re?ect the state of the art in automatic differentiation (AD) with respect to theory, applications, and tool development. Overall, 53 authors from institutions in 9 countries contributed, demonstrating the worldwide acceptance of AD technology in computational science. Recently it was shown that the problem underlying AD is indeed NP-hard, f- mally proving the inherently challenging nature of this technology. So, most likely, no deterministic “silver bullet” polynomial algorithm can be devised that delivers optimum performance for general codes. In this context, the exploitation of doma- speci?c structural information is a driving issue in advancing practical AD tool and algorithm development. This trend is prominently re?ected in many of the pub- cations in this volume, not only in a better understanding of the interplay of AD and certain mathematical paradigms, but in particular in the use of hierarchical AD approaches that judiciously employ general AD techniques in application-speci?c - gorithmic harnesses. In this context, the understanding of structures such as sparsity of derivatives, or generalizations of this concept like scarcity, plays a critical role, in particular for higher derivative computations.
Author: Patrick Clark
Publisher: Quantum Scientific Publishing
ISBN:
Category : Mathematics
Languages : en
Pages : 625
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Book Description
Calculus I: The Derivative and Its Applications uniquely addresses all of the rules and applications of Differential Calculus necessary for the AP Calculus AB and BC courses. The material is presented in a modular format of 90 lessons that allows maximum flexibility for the student and the teacher. Lessons begin with the precalculus topics of functions and limits, discuss the definition of the derivative and all differentiation rules, and investigate applications of the derivative including curve sketching, optimization, and differentials. The lessons are designed to be rigorous enough for the serious student, yet user-friendly enough for the independent learner. All lessons include worked examples as well as exercises with solutions.
Author: Roy Featherstone
Publisher: Springer
ISBN: 1489975608
Category : Education
Languages : en
Pages : 276
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Book Description
Rigid Body Dynamics Algorithms presents the subject of computational rigid-body dynamics through the medium of spatial 6D vector notation. It explains how to model a rigid-body system and how to analyze it, and it presents the most comprehensive collection of the best rigid-body dynamics algorithms to be found in a single source. The use of spatial vector notation greatly reduces the volume of algebra which allows systems to be described using fewer equations and fewer quantities. It also allows problems to be solved in fewer steps, and solutions to be expressed more succinctly. In addition algorithms are explained simply and clearly, and are expressed in a compact form. The use of spatial vector notation facilitates the implementation of dynamics algorithms on a computer: shorter, simpler code that is easier to write, understand and debug, with no loss of efficiency.
Author: Gregory Hartman
Publisher:
ISBN: 9781514225158
Category : Calculus
Languages : en
Pages : 0
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Book Description
APEX Calculus is a calculus textbook written for traditional college/university calculus courses. It has the look and feel of the calculus book you likely use right now (Stewart, Thomas & Finney, etc.). The explanations of new concepts is clear, written for someone who does not yet know calculus. Each section ends with an exercise set with ample problems to practice & test skills (odd answers are in the back).
Author: Richard Rendleman
Publisher: Wiley-Blackwell
ISBN: 9780631215905
Category : Business & Economics
Languages : en
Pages : 400
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Book Description
Applied Derivatives provides a detailed, yet relatively non-technical, treatment of the conceptual foundations of derivative securities markets' pricing and investment principles. This book draws from the most fundamental concepts of pricing for options, futures, and swaps to provide insight into the potential risks and returns from conventional option investing. Applied Derivatives is supported by the website www.rendleman.com/book which contains course software referenced in the text and additional questions and problems as they become available.
Author: United States. Congress. House. Committee on Banking, Finance, and Urban Affairs
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 828
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Book Description
