Adjoint Algorithmic Differentiation (AAD) Masterclass
Added by Evvnt_Promotion on 2018-02-07
Conference Dates:
Start Date: 2018-03-21
Last Day: 2018-03-22Conference Contact Info:
Contact Person: Stephen Body
Email: [email protected]
Address:
Radisson Blu Edwardian Mercer Street, 20 Mercer Street Covent Garden, London, WC2H 9HD, United Kingdom
Tel: 4402073169970 
;)
Conference Description:
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.Time: 09:00 to 17:00
Price:
Standard Pricing: GBP 1999