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by dkkhirec
September 8th, 2011, 11:30 am
Forum: Numerical Methods Forum
Topic: Adjoint and Automatic Differentiation (AAD) in computational finance
Replies: 22
Views: 34009

Adjoint and Automatic Differentiation (AAD) in computational finance

<r>Hi there,I have some very rudimentary code here :<URL url="http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=423&curent_dir=19It"><LINK_TEXT text="http://www.quantcode.com/modules/docman ... t_dir=19It">http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=...
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