闲聊 发表于 2025-3-25 05:29:11
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Deploy Machine Learning Models to Productioncredit curves and vega to interpolated volatility surfaces or cubes. The bucketed delta is usually more computationally costly as the multiple curves in a multi-curve framework are often made of 20–100 points and there are 20–100 deltas to compute.Terrace 发表于 2025-3-25 20:19:47
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Book 2017ible way, .Algorithmic Differentiation Explained. will take readers through all the major applications of AD in the derivatives setting with a focus on implementation..Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assi总 发表于 2025-3-26 08:07:46
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