Description: 👉 Learn how to find the derivative of an implicit function. The derivative of a function, y = f(x), is the ...

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 ...

👉 Learn how to find the derivative of an implicit function. The derivative of a function, y = f(x), is the measure of the rate of change of the function, y, with respect to the variable x. The ...

Dmitri Goloubentsev, Evgeny Lakshtanov and Vladimir Piterbarg explain in mathematical terms, and demonstrate using a simple example, how the automatic implicit function theorem, a special version of ...

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