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2017年计算金融和大数据专题会议（Special Session on Computational Finance and Big Data）
2017年 计算金融 大数据 专题会议
2017/8/30
Big Data became a trend in research circles not for just computer science but it varies regarding the nature of data. Business, accounting, sales, security, and more subjects that not related to compu...
Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance
Adjoints and Automatic Differentiation Computational Finance
2011/7/19
Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an...