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  1. 1. Efficient Sensitivity Analysis using Algorithmic  Differentiation in Financial Applications

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Ludvig Lamm; Erik Sunnegårdh; [2015]
    Nyckelord :;

    Sammanfattning : One of the most essential tasks of a financial institution is to keep the financial risk the institution is facing down to an acceptable level. This risk can for example be incurred due to bought or sold financial contracts, however, it can usually be dealt with using some kind of hedging technique. LÄS MER