Computation Graphs for AAD and Machine Learning Part II: Application to Derivatives Risk Sensitivities. Issue 106 (23rd March 2020)

Record Type:
Journal Article
Title:
Computation Graphs for AAD and Machine Learning Part II: Application to Derivatives Risk Sensitivities. Issue 106 (23rd March 2020)
Main Title:
Computation Graphs for AAD and Machine Learning Part II: Application to Derivatives Risk Sensitivities
Authors:
Savine, Antoine
Abstract:
Abstract : Third in a series of three articles with code, exploring the notion of computation graph, with words, mathematics and code, and application in Machine Learning and finance to compute a vast number of derivative sensitivities with spectacular speed and accuracy.
Is Part Of:
Wilmott. Volume 2020:Issue 106(2020)
Journal:
Wilmott
Issue:
Volume 2020:Issue 106(2020)
Issue Display:
Volume 2020, Issue 106 (2020)
Year:
2020
Volume:
2020
Issue:
106
Issue Sort Value:
2020-2020-0106-0000
Page Start:
24
Page End:
39
Publication Date:
2020-03-23
Subjects:
Finance -- Periodicals
Financial services industry -- Periodicals
332
Journal URLs:
http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗
DOI:
10.1002/wilm.10830 ↗
Languages:
English
ISSNs:
1540-6962
Deposit Type:
Legaldeposit
View Content:
Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:
British Library HMNTS - ELD Digital store
Ingest File:
13203.xml