From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified

Research output: Working paperResearch

Standard

From Model to Market Risks : The Implicit Function Theorem (IFT) Demystified. / Savine, Antoine.

SSRN: Social Science Research Network, 2018.

Research output: Working paperResearch

Harvard

Savine, A 2018 'From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified' SSRN: Social Science Research Network. https://doi.org/10.2139/ssrn.3262571

APA

Savine, A. (2018). From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified. SSRN: Social Science Research Network. https://doi.org/10.2139/ssrn.3262571

Vancouver

Savine A. From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified. SSRN: Social Science Research Network. 2018 Oct 31. https://doi.org/10.2139/ssrn.3262571

Author

Savine, Antoine. / From Model to Market Risks : The Implicit Function Theorem (IFT) Demystified. SSRN: Social Science Research Network, 2018.

Bibtex

@techreport{eb0e6108e03d4372906b1c209f4e67de,
title = "From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified",
keywords = "Antoine Savine, Automatic Differentiation, AAD, Risk Management, Market Risk, Quantitative Finance, Volatility, Finance, Options",
author = "Antoine Savine",
year = "2018",
month = "10",
day = "31",
doi = "10.2139/ssrn.3262571",
language = "English",
publisher = "SSRN: Social Science Research Network",
type = "WorkingPaper",
institution = "SSRN: Social Science Research Network",

}

RIS

TY - UNPB

T1 - From Model to Market Risks

T2 - The Implicit Function Theorem (IFT) Demystified

AU - Savine, Antoine

PY - 2018/10/31

Y1 - 2018/10/31

KW - Antoine Savine

KW - Automatic Differentiation

KW - AAD

KW - Risk Management

KW - Market Risk

KW - Quantitative Finance

KW - Volatility

KW - Finance

KW - Options

U2 - 10.2139/ssrn.3262571

DO - 10.2139/ssrn.3262571

M3 - Working paper

BT - From Model to Market Risks

PB - SSRN: Social Science Research Network

ER -

ID: 210017503