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Adjoint Algorithmic Differentiation (AAD) Masterclass (description)

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Category:Business
Address:20 Mercer Street Covent Garden London, England, United Kingdom WC2H 9HD
Phone:4402073169970
Event dates:3/21/2018 - 3/22/2018 (This event has already taken place)
Event web site:http://go.evvnt.com/197416-0?pid=5188
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Speakers/Presenters:

Topics to be Covered:

  • Business and Economics
  • Finance
  • Quantitative Finance
Contact:stephen.body@infopro-digital.com
Organizer phone:4402073169970
Offering type:Conference
Specialty:Data not provided
Event frequency:Never
First Meeting:
Total events:
Est. attendance:
Target audience:Any
Other target audiences:
Host Sponsor:Risk Training
Est. # of exhibitors:
Currency:British Pounds
Language:Data not provided
CE Credits:
Organizer URL

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.

Schedule:

09:00 to 17:00

Registration Fee Details:

Standard Pricing: GBP 1999

Other items that tuition includes:

Travel and hotel arrangements:

 
 
Contact Person:Stephen Body
Contact Emailstephen.body@infopro-digital.com
Organizer State/Province: (Outside US)
Organizer CountryData not provided
Organizer Phone4402073169970
Structural makeupData not provided
Host Sponsor; Other SponsorsRisk Training
Event Site/VenueRadisson Blu Edwardian Mercer Street
Event sold out?No
Multiple locations or dates?No
Statistics available for most recent event held in:NA
Average number in event attendance of:
Range:
Number in attendance of:
Range:
Target BoundariesInternational
Is Registration contact information the same as Organizer Contact above?Yes
Web Page
Can one register for your CE on your web site?NA
Can registration be made by snail (regular) mail?Yes
Online housing reservations: 
 
Do you have additional written or AV materials for sale?No
If so, are they available for non-attendees as well as those attending?NA
Is full tuition necessary to ensure registration?No
Will there be shuttle service available?NA

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