From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified
Research output: Working paper › Research
| Original language | English |
|---|---|
| Publisher | SSRN: Social Science Research Network |
| Number of pages | 6 |
| DOIs | |
| Publication status | Published - 31 Oct 2018 |
- Antoine Savine, Automatic Differentiation, AAD, Risk Management, Market Risk, Quantitative Finance, Volatility, Finance, Options
Research areas
ID: 210017503