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Real-time Java is a catch-all term for a combination of technologies that enables programmers to write programs that meet the demands of real-time systems in the Java programming language. Java's sophisticated memory management , native support for threading and concurrency, type safety , and relative simplicity have created a demand for its ...
In mathematical finance, a replicating portfolio for a given asset or series of cash flows is a portfolio of assets with the same properties (especially cash flows). This is meant in two distinct senses: static replication, where the portfolio has the same cash flows as the reference asset (and no changes need to be made to maintain this), and dynamic replication, where the portfolio does not ...
The first application to option pricing was by Phelim Boyle in 1977 (for European options). In 1996, M. Broadie and P. Glasserman showed how to price Asian options by Monte Carlo. An important development was the introduction in 1996 by Carriere of Monte Carlo methods for options with early exercise features.
Automatic differentiation is a subtle and central tool to automatize the simultaneous computation of the numerical values of arbitrarily complex functions and their derivatives with no need for the symbolic representation of the derivative, only the function rule or an algorithm thereof is required.
Java is a high-level, class-based, object-oriented programming language that is designed to have as few implementation dependencies as possible. It is a general-purpose programming language intended to let programmers write once, run anywhere (), [16] meaning that compiled Java code can run on all platforms that support Java without the need to recompile. [17]
The Java platform is a suite of programs that facilitate developing and running programs written in the Java programming language. A Java platform includes an execution engine (called a virtual machine), a compiler and a set of libraries; there may also be additional servers and alternative libraries that depend on the requirements.
For a real-valued function of a single real variable, the derivative of a function at a point generally determines the best linear approximation to the function at that point. Differential calculus and integral calculus are connected by the fundamental theorem of calculus. This states that differentiation is the reverse process to integration.
The derivatives in the table above are for when the range of the inverse secant is [,] and when the range of the inverse cosecant is [,]. It is common to additionally define an inverse tangent function with two arguments , arctan ( y , x ) {\textstyle \arctan(y,x)} .