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 ...

Earlier D.Đ. Tošić obtained an infinite series representation for the central difference operator ${\delta _\theta }f\left( z \right) = f\left( {z' + \frac{1}{2}h ...

The input argument fun refers to an IML module that specifies a function that returns f, a vector of length m for least-squares subroutines or a scalar for other optimization subroutines. The returned ...

Revise differentiation of algebraic and trigonometric expressions, which can be used for calculating rates of change, stationary points and their nature, or the gradient and equation of a tangent to a ...