Events Calendar
| Adjoint Algorithmic Differentiation (AAD) Masterclass | |||
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| In this two-day course, attendees discuss the mathematical foundations for adjoints methods, algorithmic differentiation (AD) as a general computational technique for the efficient calculation of price sensitivities, and the use of AD software as a way to generate the adjoint code. Focus will be placed on its application to Monte Carlo methods for SDEs and finite difference methods for PDEs. | |||
| Location London, UK | |||
Additional Information about this event: |
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| From Wednesday 21 March 2018 - 08:30am To Thursday 22 March 2018 - 05:00pm |
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| Official Event Website: more info | |||
| Number of expected attendees: Not defined | |||
| This event has an exhibit: Not defined | |||
| YouTube Video for this event: | |||
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