/algorithmic-differentiation-book

Tutorial for the book "Algorithmic Differentiation in Finance"

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algorithmic-differentiation-book

Tutorial for the book: Marc Henrard, Algorithmic Differentiation in Finance Explained, Palgrave, July 2017.

Information related to the book are available on the author's blog. See also the intro file in this repository.

Request for training based on this material can be addressed to the author.