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Automatic Differentiation for the Greeks

16 April 2017 Editor Comments Off on Automatic Differentiation for the Greeks
The sensitivities of the value of an option to the model parameters, a.k.a. “the Greeks,” are crucial to understanding the risk of an option position, as well as tasks such as model calibration. Outside a […]
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Julia In Finance Seminar

5 March 2017 Editor Comments Off on Julia In Finance Seminar
16 March, 6.00pm – 9.00pm GMT Fitch Learning, 55 Mark Lane, London, EC3R 7NE In partnership with Julia Computing, the CQF Institute invites you to attend this upcoming free seminar. Attend live in London or […]