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Adjoint algorithmic differentiation (AAD)

Risk management

Adjoint algorithmic differentiation: calibration and implicit function theorem

29 Jun 2014

maths-equations

Interest rate markets

Fast gammas for Bermudan swaptions

Fast gammas for Bermudan swaptions

15 Aug 2013

technical blocks

Risk management

Adjoint Greeks made easy

Adjoint Greeks made easy

01 Nov 2012

An eye in close-up superimposted by a screen of random numbers

Risk management

Cutting Edge introduction: Computation, computation, computation

Computation, computation, computation

06 Sep 2012

cutting-edge-pic-3

Markets

Adjoint Greeks made easy

Adjoint Greeks made easy

03 Sep 2012

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