Ergebnisse für: sensitivity computation

Hier findest Du Bücher, die sich mit sensitivity computation beschäftigen.

Buch Cover Explainable AI for Evolutionary Computation
This book explores the intersection between explainable artificial intelligence (XAI) and evolutionary computation (EC). In recent years, the fields of XAI and EC have emerged as vital areas of study within the broader domain of artificial intelligence and computational intelligence. XAI seeks to ad...
Buch Cover Recent Advances in Algorithmic Differentiation
The proceedings represent the state of knowledge in the area of algorithmic differentiation (AD). The 31 contributed papers presented at the AD2012 conference cover the application of AD to many areas in science and engineering as well as aspects of AD theory and its implementation in tools. For all...
Buch Cover Explainable AI for Evolutionary Computation
This book explores the intersection between explainable artificial intelligence (XAI) and evolutionary computation (EC). In recent years, the fields of XAI and EC have emerged as vital areas of study within the broader domain of artificial intelligence and computational intelligence. XAI seeks to ad...
Buch Cover Spatial Price Equilibrium: Advances in Theory, Computation and Application
The problem of predicting interregional commodity movements and the regional prices of these commodities has intrigued economists, geographers and operations researchers for years. In 1838, A. A. Cournot (1838) discussed the equilibrium of trade between New York and Paris and noted how the equilibri...
Buch Cover Spatial Price Equilibrium: Advances in Theory, Computation and Application
The problem of predicting interregional commodity movements and the regional prices of these commodities has intrigued economists, geographers and operations researchers for years. In 1838, A. A. Cournot (1838) discussed the equilibrium of trade between New York and Paris and noted how the equilibri...
Buch Cover Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree
This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer fundamental tools for computing Gr...
Buch Cover Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree
This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer fundamental tools for computing Gr...
Buch Cover Recent Advances in Algorithmic Differentiation
The proceedings represent the state of knowledge in the area of algorithmic differentiation (AD). The 31 contributed papers presented at the AD2012 conference cover the application of AD to many areas in science and engineering as well as aspects of AD theory and its implementation in tools. For all...
Buch Cover Numerical Probability
This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developmen...
Buch Cover Numerical Probability
Now in a thoroughly revised and expanded second edition, this textbook offers a comprehensive and self-contained introduction to numerical methods in probability, with particular emphasis on stochastic optimization and its applications in financial mathematics. The volume covers a broad range of top...
Buch Cover Numerical Probability
This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developmen...
Buch Cover Numerical Probability
Now in a thoroughly revised and expanded second edition, this textbook offers a comprehensive and self-contained introduction to numerical methods in probability, with particular emphasis on stochastic optimization and its applications in financial mathematics. The volume covers a broad range of top...
Buch Cover Hybrid Systems Biology
This book constitutes the thoroughly refereed post-workshop proceedings of the Second International Workshop on Hybrid Systems Biology, HSB 2013, held as part of the ECAL 2013 event, in Taormina, Italy, in September 2013; and the Third International Workshop on Hybrid Systems Biology, HSB 2014, held...
Buch Cover New Frontiers in Artificial Intelligence
This book constitutes extended, revised, and selected papers from the 13th International Symposium on Artificial Intelligence supported by the Japanese Society for Artificial Intelligence, JSAI-isAI 2021, held online in November 2021. The 26 full papers were carefully selected from 86 subm...
Buch Cover New Frontiers in Artificial Intelligence
This book constitutes extended, revised, and selected papers from the 13th International Symposium on Artificial Intelligence supported by the Japanese Society for Artificial Intelligence, JSAI-isAI 2021, held online in November 2021. The 26 full papers were carefully selected from 86 subm...
Buch Cover Hybrid Systems Biology
This book constitutes the thoroughly refereed post-workshop proceedings of the Second International Workshop on Hybrid Systems Biology, HSB 2013, held as part of the ECAL 2013 event, in Taormina, Italy, in September 2013; and the Third International Workshop on Hybrid Systems Biology, HSB 2014, held...
Buch Cover Recent Advances in Algorithmic Differentiation
The proceedings represent the state of knowledge in the area of algorithmic differentiation (AD). The 31 contributed papers presented at the AD2012 conference cover the application of AD to many areas in science and engineering as well as aspects of AD theory and its implementation in tools. For all...

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