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 ...

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 ...

In mathematics, it often happens that baroque, highly technical results disguise beautiful underlying principles. This talk traces the path from the elegant contraction mapping principle to the rather ...

A fairly complete introduction to the large sample theory of parametric multinomial models, suitable for a second-year graduate course in categorical data analysis, can be based on Birch's theorem ...