闲聊 发表于 2025-3-25 05:29:11

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Exclude 发表于 2025-3-25 10:15:52

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SHRIK 发表于 2025-3-25 13:39:18

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发酵剂 发表于 2025-3-25 19:42:26

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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GNAT 发表于 2025-3-26 03:55:37

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

发表于 2025-3-26 08:07:46

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Fibrinogen 发表于 2025-3-26 08:56:01

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分离 发表于 2025-3-26 16:19:44

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Comedienne 发表于 2025-3-26 19:09:13

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查看完整版本: Titlebook: Algorithmic Differentiation in Finance Explained; Marc Henrard Book 2017 The Editor(s) (if applicable) and The Author(s) 2017 Algorithmic