Adjoint algorithmic differentiation is an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Often the differentiation does not cover the full pricing ...

Description: Multivariate calculus; partial differentiation; implicit function theorems and transformations; line and surface integrals; vector fields; theorems of Gauss, Green, and Stokes. Credit ...

In the Introduction to the Derivative video we introduce the notion of the derivative of a function and explain how the derivative captures the instantaneous rate of change of a function. In the ...