AAD applications in Finance
1 : Centre de Mathématiques Appliquées - Ecole Polytechnique
(CMAP)
-
Website
Polytechnique - X, CNRS : UMR7641
CMAP UMR 7641 École Polytechnique CNRS Route de Saclay 91128 Palaiseau Cedex -
France
AAD is a powerful tool that is progressively used in the banking industry solving huge computationnal burden due an evolving regulation. In this presentation we present AAD and the many applications identified in Finance and how this new technique is reshaping the computational world in finance.
| Subject : | : | Invited talk in mini-symposium |
| Topics | : | Efficient computations of sensitivities |
| PDF version | : |  PDF version |
- Presentation
