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商品描述
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware.
Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software.
商品描述(中文翻譯)
在過去十年中，算法伴隨微分（Algorithmic Adjoint Differentiation, AAD）無疑是數值金融領域最強大的新增技術，它是現代金融軟體中實現的技術，能在輕量硬體上於幾秒鐘內產生數千個準確的風險敏感度。
Danske Bank 在其生產和監管系統中大規模實施 AAD，贏得了2015年風險獎的內部系統年度獎。由三位設計 Danske Bank 系統的專家撰寫的《現代計算金融》書籍，提供了對現代金融模型實施的獨特見解。這些書籍結合了金融建模、數學和程式設計，以解決現實生活中的金融問題並產生有效的衍生品軟體。
