From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified
Publikation: Working paper › Forskning
Standard
From Model to Market Risks : The Implicit Function Theorem (IFT) Demystified. / Savine, Antoine.
SSRN: Social Science Research Network, 2018.Publikation: Working paper › Forskning
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 okt. 31. https://doi.org/10.2139/ssrn.3262571
Author
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 = oct,
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