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

Research output: Working paperResearch

Original languageEnglish
PublisherSSRN: Social Science Research Network
Number of pages6
DOIs
Publication statusPublished - 31 Oct 2018

    Research areas

  • Antoine Savine, Automatic Differentiation, AAD, Risk Management, Market Risk, Quantitative Finance, Volatility, Finance, Options

ID: 210017503