Has Problems?
Posterior
Function
Prior
Martingale
3
NAMES
Stochastic Chain Rule
3
PROBLEMS
KEYWORDS
Mathematics
1
Random Function
14
Taylor Series
7
Standard Normal Process
9
Symmetric Random Walk
1
NAMES
Martingale
5
Martingale Process
1
DESCRIPTIONS
KEYWORDS
Mathematics
1
Stochastic Calculus
1
Stochastic Chain Rule
3
Stochastic Chain Rule
14
Supermartingale
1
NAMES
Random Function
8
Hybrid Function
1
DESCRIPTIONS
Local API
1
Deterministic Function
1
Stochastic Chain Rule
7
Finite Difference Method
1
NAMES
Taylor Series
2
Taylor Approximation
1
PROBLEMS
Stochastic Chain Rule
9
NAMES
Standard Normal Process
1
NAMES
Price
2
MtM
1
Value
0
PV
0
NPV
0
TV
1
Theoretical Value
1
Market Machine
1
Risk Factor
1
NAMES
Scenario
1
Example
0
Pricing
1
NAMES
Payoff
6
Cashflow
6
$$G(t)$$
5
Earnings
2
Profit
5
Income
4
Loss
1
\(C(t)\)
3
Intrinsic Value
1
Payoff Function
1
g()
1
Payoff Script
1
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Finance
2
Revenue
1
Expenses
1
Schedule
1
Risk Factor
1
SABR
2
Heston Model
1
NAMES
Volatility Stochastic Process
1
Stochastic Volatility Model
1
ASKERS
Citi
1
KEYWORDS
Finance
1
Volatility Model
1
NAMES
Stack
4
LIFO
1
Data Structure
1
Deque
1
NAMES
Queue
3
FIFO
1
Data Structure
0
Deque
1
Margin
1
Hazard Rate
1
NAMES
Credit Risk
1
NAMES
Margin
1
Credit Risk
1
SVR
1
Support Vector Classifier
1
NAMES
Support Vector Machine
1
SVM
2
KEYWORDS
Machine Learning
2
Statistics
1
Probability
0
\(\nu\)-SVR
1
Online SVR
1
NAMES
Support Vector Regressor
1
SVR
2
\(\epsilon\)-SVR
1
DESCRIPTIONS
KEYWORDS
Machine Learning
0
Statistics
1
Probability
0
SVM
1
NAMES
Support Vector Classifier
1
Soft Margin Classifier
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Machine Learning
1
Statistics
0
Probability
0
SVM
1
NAMES
ETL
0
Data Pipeline
1
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
DevOps
1
Computer Science
1
Multithreading
1
Pipeline
1
Scheduling
1
NAMES
Command Pattern
1
KEYWORDS
C++
1
Design Pattern
1
Payoff
1
NAMES
Revenue
2
Turnover
2
Sales
1
Credit
1
DESCRIPTIONS
KEYWORDS
Finance
1
Payoff
1
NAMES
Expenses
1
NAMES
Total Return
1
NAMES
String
4
DESCRIPTIONS
Data Structure
1
Character
1
String
1
NAMES
Character
3
DESCRIPTIONS
KEYWORDS
C++
1
Python
1
Data Structure
1
NAMES
Floating Leg
1
Contingent Leg
0
NAMES
GDB
1
GNU Debugger
0
DESCRIPTIONS
KEYWORDS
C++
1
Linux
1
NAMES
Consecutive Natural Numbers
1
DESCRIPTIONS
KEYWORDS
Counting
1
Computer Science
1
Zero Default Probability Curve
1
CDS
1
NAMES
Instantaneous Probability of Default
1
Hazard Rate
3
\(p_{d}\)
1
Instantaneous Forward Probability of Default
2
DESCRIPTIONS
KEYWORDS
Continuous
1
Credit Risk
1
Piecewise Constant Function
1
Risk Factor
1
Credit Spread
1
NAMES
Zero Default Probability Curve
1
DESCRIPTIONS
Hazard Rate
1
CDX
1
IMM
1
NAMES
CDS
3
Credit Default Swap
3
Single Name CDS
1
DESCRIPTIONS
Hazard Rate
1
Credit Spread
2
Par Credit Spread
1
Swap
1
Market Machine
1
Zero Recovery Rate Curve
1
NAMES
Instantaneous Recovery Rate
1
\(rr\)
1
Instantaneous Forward Recovery Rate
2
DESCRIPTIONS
KEYWORDS
Continuous
1
Risk Factor
2
Credit Spread
1
NAMES
Zero Recovery Rate Curve
2
Instantaneous Forward Recovery Rate
1
CDS
2
Sensitivity to Credit Spread
1
NAMES
Credit Spread
3
\(s\)
1
Zero Credit Spread Curve
1
DESCRIPTIONS
Zero Default Probability Curve
1
Zero Recovery Rate Curve
1
String
1
Stack
1
Queue
0
Vector
4
Ordered Set
2
NoSQL
0
Ordered Map
1
Unordered Map
2
Unordered Set
1
Tuple
1
Struct
1
Character
1
Temporary Variable
1
Persistent Variable
1
Balanced Binary Search Tree
1
Deque
1
Instance
1
Class Attribute
1
Unordered Counter
1
Ordered Counter
1
Object
1
Primitive
1
Reference
1
Constructor
1
Null Pointer
1
Array
1
NAMES
Data Structure
2
Container
2
Class
1
Node
1
Custom Data Structure
1
PROBLEMS
ASKERS
JP Morgan
1
KEYWORDS
Computer Science
1
Python
1
Hash Function
1
Equality Function
1
Deterministic Function
1
Scope
1
NAMES
Vector
4
List
3
DESCRIPTIONS
PROBLEMS
ASKERS
JP Morgan
1
KEYWORDS
C++
3
Python
1
Computer Science
1
Data Structure
4
Binary Search
1
NAMES
Ordered Set
3
DESCRIPTIONS
KEYWORDS
C++
1
Data Structure
2
Red-Black Tree
1
Equality Function
1
Hash Function
1
Ordered Counter
1
NAMES
NoSQL
2
Data Structure
0
Ordered Counter
1
NAMES
Ordered Map
2
Ordered Dictionary
1
Map
1
DESCRIPTIONS
Data Structure
1
Binary Search
1
Equality Function
1
Unordered Counter
1
NAMES
Unordered Map
3
DESCRIPTIONS
Data Structure
2
Equality Function
2
Hash Function
2
IMM
0
NAMES
Index CDS
1
CDX
2
CDS
1
Hazard Rate
1
NAMES
Piecewise Constant Function
1
Piecewise Function
1
Deterministic Function
1
Piecewise Constant Function
1
Decorator
1
Random Function
1
Infix Notation
1
Bijective Function
1
Dynamic Programming
1
Recursion
1
Trigonometric Function
1
Black Scholes Call Price
1
Black Scholes Put Price
1
Maximum Operator
2
Minimum Operator
2
Expectation Operator
1
Variance Operator
1
Covariance Operator
1
Operator Overloading
2
Data Structure
1
Pass By Reference
1
Constructor
1
NAMES
Function
1
Deterministic Function
2
Absolute Deterministic Function
1
Operator
2
DESCRIPTIONS
Local API
1
NAMES
Internal Model Method
0
IMM
1
CDS
1
CDX
0
NAMES
Notional
1
Face Value
1
NAMES
int
1
Signed Integer
4
signed int
3
DESCRIPTIONS
KEYWORDS
C++
1
Computer Science
1
Primitive
1
Data Structure
1
NAMES
Namespace
1
Scope
2
DESCRIPTIONS
KEYWORDS
C++
2
Python
1
Computer Science
1
Ordered Map
1
Vector
1
Iterator
1
Index
2
NAMES
Binary Search
2
Bisection
1
DESCRIPTIONS
KEYWORDS
C++
1
Python
1
NAMES
Iterator
1
KEYWORDS
C++
1
Python
1
Pointer
1
Index
0
Binary Search
1
Iterator
0
NAMES
Index
1
Binary Search
2
Iterator
1
Smart Pointer
3
Heap Memory
2
Fluid Intelligence
1
Reference
1
Pass by Pointer
1
NAMES
Pointer
3
Raw Pointer
2
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
C++
2
Computer Science
1
Object
2
CDS
1
NAMES
Par Credit Spread
2
DESCRIPTIONS
KEYWORDS
Parameter
1
NAMES
Modulus Operator
1
mod
1
%
1
DESCRIPTIONS
KEYWORDS
Counting
1
NAMES
Logical OR
1
DESCRIPTIONS
Finite-Maturity American Put Option
1
FX Forward
2
Base Machine
1
Reference Machine
1
Payer Swaption
1
Received Swaption
1
Future
1
Call Option
1
Chain of Call Options
1
Equity European Call Option
2
STIR Call Option
1
Interest Rate Call Option
1
Interest Rate Future
1
Interest Rate Swap
1
STIR Future
1
CMS
1
STIR Swap
1
CMS Spread
1
CMS Spread Call Option
1
Mid-Curve Call Option
1
CDS
1
Inflation Rate Swap
1
Callable LPI Swap
1
LPI Swap
1
Lookback Call Option
1
Cliquet Call Option
1
Price
1
Sensitivity
1
Autocallable
1
Callable Bond
1
Floating Rate Note
1
Callable Floater Bond
1
Put Option
1
Equity
1
Equity Forced American Call Option
1
Endowment Fund
1
Perpetual American Put Option
1
NAMES
Financial Product
1
Financial Instrument
1
Product
1
Term Sheet
1
Machine Card
1
Market Machine
3
Deal
1
Capital
1
KEYWORDS
Finance
1
Pricing
1
Payoff
1
NAMES
Schedule
1
KEYWORDS
Finance
1
Instantaneous Forward Recovery Rate
2
\[I_{t}\]
2
Hazard Rate
1
PnL Explain
1
Equity Price Forward
1
Price
1
Sensitivity
1
Dividend Forward
1
Payoff
1
NAMES
Parameter
1
Risk Factor
2
Market Factor
1
Root Cause
1
DESCRIPTIONS
KEYWORDS
Finance
1
Tenor
1
Risk Factor
1
NAMES
Tenor
1
Fixing
1
Knot
1
Turn
1
KEYWORDS
Finance
1
NAMES
Visitor Pattern
1
KEYWORDS
C++
1
Design Pattern
1
Visitor Pattern
1
Command Pattern
1
Pimpl Idiom
1
Bridge Pattern
1
Strategy Pattern
1
Decorator
1
Template Method Pattern
1
Factory
1
Singleton
1
Curiously Recurring Template Pattern
1
NAMES
Design Pattern
1
DESCRIPTIONS
KEYWORDS
C++
1
Monte Carlo Accuracy
1
CMS Spread Call Option
1
ES
1
NAMES
Pricing by Monte Carlo
1
Monte Carlo Estimation
1
Monte Carlo Simulation
1
Numeraire
1
Pricing by Monte Carlo
1
NAMES
Numeraire
1
Sensitivities Method
2
Delta
1
Gamma
1
Theta
1
Epsilon
1
Sensitivity to Credit Spread
1
Duration
1
Volga
1
NAMES
Sensitivity
2
Greek
1
Sensi
1
KEYWORDS
Finance
1
Analysis
1
Adjoint Algorithmic Differentiation
2
Risk Measure
1
Market Machine
1
Risk Factor
1
Sensitivity
2
ANN
1
NAMES
Adjoint Algorithmic Differentiation
1
AAD
1
Backpropagation
1
DESCRIPTIONS
ASKERS
Barclays
1
Goldman Sachs
1
Northeastern University
1
KEYWORDS
Finance
1
Analysis
1
Mathematics
1
Machine Learning
1
Data Science
1
Derivative of a Deterministic Function
1
Numerical Deterministic Differentiation
1
Bridge Pattern
1
Multiple Inheritance
1
NAMES
Pimpl Idiom
1
Pointer to Implementation Idiom
1
DESCRIPTIONS
KEYWORDS
Pricing
1
C++
1
Design Pattern
1
NAMES
Bridge Pattern
1
DESCRIPTIONS
KEYWORDS
C++
1
Pimpl Idiom
1
Design Pattern
1
DFS
1
NAMES
Unordered Set
3
DESCRIPTIONS
KEYWORDS
C++
1
Python
1
Computer Science
1
Data Structure
1
Hash Function
1
Equality Function
1
Unordered Counter
1
NAMES
Strategy Pattern
1
KEYWORDS
C++
1
Computer Science
1
Design Pattern
1
Templatised Factory
1
Hash Function
1
Variadic Arguments
1
NAMES
Template
3
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
PROBLEMS
ASKERS
JP Morgan
1
KEYWORDS
Redundancy Reduction
1
C++
1
Compile-Time Polymorphism
2
NAMES
Decorator Pattern
1
Decorator
2
Decoration
1
Monkey Patching
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
C++
1
Python
2
Computer Science
1
Design Pattern
1
Deterministic Function
1
Deterministic Function
1
Random Function
1
Variadic Arguments
1
NAMES
Interface
1
Arguments
1
Local API
2
KEYWORDS
C++
1
Mathematics
1
DevOps
1
API
1
NAMES
Programmatic Distribution
1
DESCRIPTIONS
KEYWORDS
Numerical Methods
1
C++
1
NAMES
Template Method Pattern
1
KEYWORDS
C++
1
Redundancy Reduction
1
Design Pattern
1
Run-Time Polymorphism
1
Template Method Pattern
1
Virtual Destructor
1
NAMES
Run-Time Polymorphism
2
Function Overriding
2
Polymorphism
1
DESCRIPTIONS
ASKERS
JP Morgan
1
KEYWORDS
Counting
1
C++
1
Finite-Maturity American Put Option
1
NAMES
Tree
1
KEYWORDS
Numerical Methods
1
Finance
1
Counting
1
Pricing
1
NAMES
Finite-Maturity American Put Option
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Finance
1
Pricing
1
Market Machine
1
Tree
1
Perpetual American Put Option
1
Dynamic Programming
1
Function Overloading
2
Template
2
Curiously Recurring Template Pattern
1
NAMES
Compile-Time Polymorphism
2
Static Polymorphism
1
KEYWORDS
C++
1
Functor
1
NAMES
Function Overloading
1
KEYWORDS
C++
1
Compile-Time Polymorphism
2
Templatised Factory
2
NAMES
Factory
1
Factory Pattern
1
Virtual Constructor Pattern
1
Virtual Constructor
1
Factory Design Pattern
1
PROBLEMS
KEYWORDS
Pricing
2
C++
2
Design Pattern
1
Type Deduction
1
NAMES
Singleton
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
C++
2
Computer Science
1
Design Pattern
1
Curiously Recurring Template Pattern
1
NAMES
Templatised Factory
2
KEYWORDS
C++
2
Pricing
1
Template
1
Factory
2
Curiously Recurring Template Pattern
1
Templatised Factory
1
Singleton
1
NAMES
Curiously Recurring Template Pattern
1
KEYWORDS
HFT
1
C++
1
Design Pattern
1
Compile-Time Polymorphism
1
BFS
1
DFS
2
Dynamic Programming
3
Divide and Conquer
1
NAMES
Recursion
5
Induction
1
DESCRIPTIONS
KEYWORDS
Computer Science
2
Mathematics
1
C++
1
Deterministic Function
1
NAMES
Backtracking
0
DFS with Backtracking
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
DFS
2
DFS with Backtracking
2
NAMES
DFS
3
Depth First Search
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
Recursion
2
Unordered Set
1
Memoisation
1
NAMES
BFS
1
Breadth First Search
1
Recursion
1
Unordered Set
1
Ordered Set
1
Unordered Map
2
Data Structure
1
NAMES
Hash Function
3
Hashing Function
2
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
ASKERS
HSBC
1
KEYWORDS
Computer Science
1
C++
1
Byte
1
Functor
1
Template
1
Struct
1
Bijective Function
1
Operator Overloading
2
Output Const
1
Input Const
1
Hash Function
1
NAMES
Byte
1
DESCRIPTIONS
Hash Function
1
NAMES
Functor
2
Function Object
1
DESCRIPTIONS
KEYWORDS
C++
1
Function Overloading
1
Instance
1
NAMES
Point
5
Node
4
State
3
Path
2
Variate
6
Outcome
2
Datum
1
Data Point
1
Value
1
Combination
1
Observation
3
Key
1
Element
1
Instance
1
\(x_{i}\)
1
DESCRIPTIONS
KEYWORDS
Counting
1
Mathematics
1
Variable
2
Struct
1
NAMES
Tuple
1
DESCRIPTIONS
Data Structure
1
Variable
1
Operator Precedence
2
NAMES
Infix Notation
1
Deterministic Function
1
NAMES
Operator Precedence
6
DESCRIPTIONS
KEYWORDS
Computer Science
3
Python
1
C++
5
Infix Notation
2
Variable
1
Hash Function
1
NAMES
Struct
1
Structure
1
DESCRIPTIONS
Data Structure
1
Tuple
1
Equality Function
1
Hash Function
1
NAMES
Bijective Function
1
Deterministic Function
1
NAMES
Unsigned Integer
1
unsigned int
1
KEYWORDS
C++
1
Computer Science
1
Primitive
1
Instance Attribute
1
NAMES
Instance
2
DESCRIPTIONS
Data Structure
1
Variate
1
Static Initialisation Order Fiasco
1
NAMES
Class Attribute
1
Static Attribute
1
KEYWORDS
C++
1
Python
1
Theoretical Computer Science
1
Data Structure
1
NAMES
Instance Attribute
1
Instance
1
NAMES
FX Basis
1
DESCRIPTIONS
ASKERS
BGC
1
KEYWORDS
Finance
1
FX Forward
1
FX Basis
1
NAMES
FX Forward
1
Market Machine
2
Relative Variable
1
Variate
2
Tuple
1
Temporary Variable
1
Persistent Variable
1
Solving Equations
1
Correlation
1
Operator Precedence
1
NAMES
Variable
2
Vector
1
Tuple
1
Absolute Variable
2
Event
1
\[\omega\]
1
Node
1
x
1
KEYWORDS
Mathematics
1
Set
1
Solving Equations
1
NAMES
Relative Variable
2
Recurrence Equation
1
Equation
1
Filter
1
PROBLEMS
Variable
1
Memory
1
NAMES
Null Pointer
2
Null Address
1
DESCRIPTIONS
KEYWORDS
C++
2
Python
1
Computer Science
1
Practical
1
Data Structure
1
NAMES
Memory
1
Null Pointer
1
NAMES
Base Machine
1
Foreign Machine
1
KEYWORDS
Finance
1
Market Machine
1
NAMES
Reference Machine
1
Domestic Machine
1
KEYWORDS
Finance
1
Market Machine
1
NAMES
Temporary Variable
2
rvalue
1
KEYWORDS
C++
1
Modern
1
Theoretical
1
Variable
1
Data Structure
1
NAMES
Persistent Variable
2
lvalue
1
KEYWORDS
C++
2
Variable
1
Data Structure
1
Object File
1
NAMES
Compiler
2
EXAMPLES, TESTS & BOUNDARIES
PROBLEMS
KEYWORDS
C++
2
Translation Unit
1
NAMES
Consecutive Powerset
1
Substring
2
\[S()\]
1
PROBLEMS
NAMES
L'Hospital's Rule
1
KEYWORDS
Analysis
1
Mathematics
1
Gaussian Integral Puzzle
1
Positive Normal Expectation
1
Random Integral
1
NAMES
Integral
1
Deterministic Integral
2
Antiderivative
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Mathematics
1
Power Function
1
NAMES
Thread
1
PROBLEMS
KEYWORDS
Memory
1
NAMES
Main Thread
1
Main
2
KEYWORDS
Memory
1
NAMES
Background Thread
1
Daemon
1
KEYWORDS
Memory
1
Unordered Set
1
Ordered Set
1
Ordered Map
1
Unordered Map
2
Struct
1
Data Structure
1
NAMES
Equality Function
3
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Computer Science
1
C++
1
Operator Overloading
2
Input Const
1
Output Const
1
Arithmetic Progression
1
Geometric Progression
1
Two Pointers
1
ODE
2
PDE
1
Brute Force Recursion Technique
1
Bellman Equation
1
Perpetual American Put Option
1
Finite-Maturity American Put Option
1
NAMES
Relative Deterministic Function
3
Dynamic Programming
4
Differential Equation
2
Recursive Function Equation
1
Dependent Arithmetic Solution Building
1
Progression
1
Relative Function
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Mathematics
2
Computer Science
2
C++
1
Python
1
Deterministic Function
1
Recursion
3
Combinatorial Optimisation
1
Dependent Subproblems
3
Maximum Operator
1
Minimum Operator
1
Memoisation
1
Boundary Condition
1
Combinatorial Optimisation
1
Levenberg-Marquardt Algorithm
1
Optimal Exercise Policy
1
NAMES
Optimisation
1
Solving Equations
1
Dynamic Programming
1
NAMES
Combinatorial Optimisation
1
Optimisation
1
Dynamic Programming
3
NAMES
Dependent Subproblems
2
EXAMPLES, TESTS & BOUNDARIES
Divide and Conquer
1
NAMES
Independent Subproblems
1
EXAMPLES, TESTS & BOUNDARIES
NAMES
Divide and Conquer
1
Independent Arithmetic Solution Building
1
Independent Subproblems
1
Recursion
1
NAMES
Arithmetic Progression
2
Dynamic Programming
1
NAMES
Trigonometric Function
1
DESCRIPTIONS
Deterministic Function
1
AVL Tree
1
Red-Black Tree
1
NAMES
Balanced Binary Search Tree
1
Data Structure
1
NAMES
AVL Tree
1
Balanced Binary Search Tree
1
Ordered Set
1
NAMES
Red-Black Tree
1
Balanced Binary Search Tree
1
Gaussian Integral Puzzle
1
NAMES
Trick
1
DESCRIPTIONS
NAMES
Gaussian Integral Puzzle
1
PROBLEMS
KEYWORDS
Probability
1
Analysis
1
Mathematics
1
Trick
1
Deterministic Integral
1
NAMES
Black Scholes Call Price
1
DESCRIPTIONS
Deterministic Function
1
Geometric Brownian Motion
1
NAMES
Black Scholes Put Price
1
DESCRIPTIONS
Deterministic Function
1
Dynamic Programming
1
NAMES
Maximum Operator
1
Deterministic Function
2
Dynamic Programming
1
NAMES
Minimum Operator
1
Deterministic Function
2
Positive Normal Expectation
1
NAMES
Expectation Operator
1
Deterministic Function
1
NAMES
Variance Operator
1
DESCRIPTIONS
Deterministic Function
1
Covariance Operator
1
Variance Operator
1
\(\nu\)-SVR
1
NAMES
Covariance Operator
1
Covariance Function
1
Kernel Function
1
KEYWORDS
Mathematics
1
Machine Learning
1
Deterministic Function
1
Positive Normal Expectation
1
NAMES
Standard Normal Random Variable
4
\[Z\]
2
DESCRIPTIONS
PROBLEMS
KEYWORDS
Mathematics
1
Computer Science
1
Python
1
Random Variable
1
Queue
1
Stack
1
NAMES
Deque
2
DESCRIPTIONS
Data Structure
1
NAMES
Positive Normal Expectation
1
PROBLEMS
Deterministic Integral
1
Expectation Operator
1
Standard Normal Random Variable
1
NAMES
TARF
1
Barrier Forward
1
Knock-Out Forward
1
Knock-In Forward
1
Hash Function
2
Equality Function
2
NAMES
Operator Overloading
2
DESCRIPTIONS
KEYWORDS
C++
2
Computer Science
1
Deterministic Function
2
Equality Function
1
Hash Function
1
NAMES
Input Const
1
DESCRIPTIONS
KEYWORDS
C++
1
Equality Function
1
Hash Function
1
NAMES
Output Const
1
DESCRIPTIONS
KEYWORDS
C++
1
NAMES
Pass by Value
1
ASKERS
JP Morgan
1
KEYWORDS
Computer Science
1
NAMES
Pass By Reference
2
DESCRIPTIONS
ASKERS
JP Morgan
1
KEYWORDS
Python
1
Computer Science
1
C++
1
Reference
1
Deterministic Function
1
Unordered Set
1
NAMES
Unordered Counter
1
Data Structure
1
Unordered Map
1
Ordered Set
1
NAMES
Ordered Counter
1
Data Structure
1
Ordered Map
1
NAMES
Equity
1
Book Value
2
DESCRIPTIONS
Levenberg-Marquardt Algorithm
1
NAMES
Newton's Method
2
Newton-Raphson Method
1
DESCRIPTIONS
ASKERS
JP Morgan
1
KEYWORDS
Mathematics
2
Computer Science
1
Root Finding
2
Random Integral
1
NAMES
Standard Arithmetic Brownian Motion w/o Drift
2
SOD
2
\[W\]
1
PROBLEMS
Symmetric Random Walk
1
NAMES
Random Integral
1
PROBLEMS
KEYWORDS
Mathematics
1
Standard Arithmetic Brownian Motion w/o Drift
1
Deterministic Integral
1
Power Function
1
Deterministic Integral
1
Random Integral
1
NAMES
Power Function
1
KEYWORDS
Mathematics
1
Equity European Call Option
1
Professional Equity Call Hedger
1
NAMES
Pricing by No-Arbitrage
1
PROBLEMS
KEYWORDS
Finance
1
NAMES
Class Method
1
Static Method
2
PROBLEMS
KEYWORDS
C++
1
Even Heads
1
NAMES
Geometric Progression
1
KEYWORDS
Mathematics
1
Probability
1
Analysis
1
Dynamic Programming
1
NAMES
Even Heads
1
PROBLEMS
KEYWORDS
Mathematics
1
AND Rule of Probability
1
OR Rule of Probability
1
Geometric Progression
1
Even Heads
1
NAMES
AND Rule of Probability
1
KEYWORDS
Mathematics
1
AND Rule of Counting
1
Even Heads
1
NAMES
OR Rule of Probability
1
KEYWORDS
Mathematics
1
OR Rule of Counting
1
Complex ODE Solution
1
NAMES
Solving ODE using Separation of Variables
1
Separable Solution
1
DESCRIPTIONS
KEYWORDS
Analytical
1
Calculus
1
Fourier
1
Univariate
1
Linear
1
ODE
1
Complex ODE Solution
1
Complex PDE Solution
1
NAMES
Change of Variable
1
NAMES
Complex ODE Solution
1
Solving ODE using Separation of Variables
1
Change of Variable
1
ODE
1
NAMES
Complex PDE Solution
1
Change of Variable
1
PDE
1
Solving ODE using Separation of Variables
1
Complex ODE Solution
1
Homogenous Linear Equation Solution
2
NAMES
ODE
2
UDE
1
Ordinary Differential Equation
1
Univariate Differential Equation
1
KEYWORDS
Mathematics
1
Dynamic Programming
2
Complex PDE Solution
1
Homogenous Linear Equation Solution
1
NAMES
PDE
1
MDE
1
Partial Differential Equation
1
Dynamic Programming
1
NAMES
Monte Carlo Accuracy
1
PROBLEMS
KEYWORDS
Mathematics
1
Pricing by Monte Carlo
1
Standard Error of the Mean
1
Monte Carlo Accuracy
1
NAMES
Standard Error of the Mean
1
NAMES
Compound Assignment Operator
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
C++
1
Python
1
NAMES
Logical AND
2
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Computer Science
1
C++
1
Python 3
1
NAMES
Two Pointers
1
KEYWORDS
Computer Science
1
C++
1
Python
1
Dynamic Programming
1
NAMES
Payer Swaption
2
Put Swaption
1
Market Machine
1
NAMES
Received Swaption
2
Call Swaption
1
Market Machine
1
AND Rule of Probability
1
Probabilistic Combinatorics
1
NAMES
AND Rule of Counting
1
KEYWORDS
Mathematics
1
OR Rule of Probability
1
Probabilistic Combinatorics
1
NAMES
OR Rule of Counting
1
KEYWORDS
Mathematics
1
Probabilistic Combinatorics
1
NAMES
Point Probability
1
KEYWORDS
Mathematics
1
NAMES
Probabilistic Combinatorics
1
PROBLEMS
KEYWORDS
Mathematics
1
Point Probability
1
OR Rule of Counting
1
AND Rule of Counting
1
Factory
1
NAMES
Type Deduction
1
KEYWORDS
C++
1
Python
1
Computer Science
1
CMS Spread Call Option
1
NAMES
SABR Model
1
SABR
2
Stochastic Alpha Beta Rho
2
DESCRIPTIONS
ASKERS
Coremont
1
KEYWORDS
Finance
2
Mathematics
1
Volatility Stochastic Process
2
NAMES
Heston Model
1
Volatility Stochastic Process
1
Volatility Stochastic Process
1
NAMES
Volatility Model
1
NAMES
STIR Call Option
1
Short Term Interest Rate Call Option
1
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Finance
1
Interest Rate Call Option
1
Market Machine
1
STIR Call Option
1
Cap
1
NAMES
Interest Rate Call Option
1
Caplet
1
KEYWORDS
Finance
1
Call Option
1
Market Machine
1
NAMES
Cap
1
DESCRIPTIONS
KEYWORDS
Finance
1
Interest Rate Call Option
1
Chain of Call Options
1
Forward Starting Equity Call Option
1
Professional Equity Call Hedger
1
NAMES
Equity European Call Option
4
DESCRIPTIONS
PROBLEMS
ASKERS
Citi
1
KEYWORDS
Finance
2
Call Option
1
Market Machine
2
Pricing by No-Arbitrage
1
Stock
1
NAMES
Cliquet Call Option
2
Ratchet Call Option
2
Reset Strike Option
1
DESCRIPTIONS
KEYWORDS
Finance
1
Chain of Call Options
0
Lookback Call Option
2
Equity Price Forward
1
Forward Starting Equity Call Option
1
Dupire Local Volatility Model
1
Market Machine
1
Chain of Call Options
1
Equity European Call Option
1
Interest Rate Call Option
1
CMS Spread Call Option
1
Mid-Curve Call Option
2
NAMES
Call Option
1
Market Machine
1
Cliquet Call Option
0
Cap
1
NAMES
Chain of Call Options
1
Call Option
1
Market Machine
1
NAMES
Put Option
1
NAMES
Chain of Put Options
1
Swap
1
Interest Rate Future
1
NAMES
Future
1
Market Machine
1
Convexity Adjustment
1
Interest Rate Swap
1
CDS
1
LPI Swap
1
Callable LPI Swap
1
Inflation Rate Swap
1
NAMES
Chain of Futures
1
Swap
2
Future
1
NAMES
STIR Future
1
DESCRIPTIONS
Interest Rate Future
1
Market Machine
1
NAMES
STIR Swap
1
DESCRIPTIONS
Interest Rate Swap
1
Market Machine
1
STIR Future
1
Mid-Curve Call Option
2
NAMES
Interest Rate Future
1
Future
1
Market Machine
1
STIR Swap
1
CMS
1
NAMES
Interest Rate Swap
1
Swap
1
Market Machine
1
CMS Spread
1
NAMES
CMS
1
Constant Maturity Swap
1
DESCRIPTIONS
Market Machine
1
Interest Rate Swap
1
CMS Spread Call Option
1
NAMES
CMS Spread
1
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
Market Machine
1
CMS
1
NAMES
CMS Spread Call Option
1
CMS Spread Option
1
PROBLEMS
CMS Spread
1
Call Option
1
Market Machine
1
Pricing by Monte Carlo
1
SABR
1
NAMES
Mid-Curve Call Option
1
DESCRIPTIONS
KEYWORDS
Finance
1
Interest Rate Future
2
Call Option
2
Market Machine
1
Unique Pointer
3
Shared Pointer
2
Weak Pointer
1
Exception
1
NAMES
Smart Pointer
4
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
PROBLEMS
KEYWORDS
C++
3
Computer Science
1
Pointer
3
Heap Memory
3
Garbage Collection
2
Heap Memory
1
NAMES
Stack Memory
3
RAM
1
Physical Memory
1
Automatic Memory Allocation
1
Live
1
Execution Memory
1
Consciousness
2
Working Memory
2
Short-Term Memory
2
Fluid Intelligence
4
DESCRIPTIONS
KEYWORDS
C++
1
Computer Science
1
Psychology
1
Pointer
1
Object
1
Intelligence
1
Smart Pointer
3
Virtual Destructor
1
NAMES
Dynamic Memory
1
Dynamic Memory Allocation
1
Virtual Memory
1
Explicit Memory Allocation
1
Static Memory
1
Storage Memory
1
External Memory
1
Heap Memory
2
Long-Term Memory
2
Heap
1
Crystallised Intelligence
1
DESCRIPTIONS
KEYWORDS
C++
1
Computer Science
1
Psychology
1
Pointer
2
Fluid Intelligence
1
Intelligence
1
NAMES
Virtual Destructor
1
KEYWORDS
C++
1
Run-Time Polymorphism
1
Heap Memory
1
NAMES
Unique Pointer
2
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
PROBLEMS
KEYWORDS
C++
1
Smart Pointer
3
Move Operator
1
Weak Pointer
1
NAMES
Shared Pointer
1
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
C++
1
Smart Pointer
2
NAMES
Weak Pointer
1
PROBLEMS
KEYWORDS
C++
1
Smart Pointer
1
Shared Pointer
1
NAMES
C++
1
Smart Pointer
2
NAMES
Garbage Collection
1
NAMES
Exception
3
DESCRIPTIONS
PROBLEMS
KEYWORDS
C++
3
Python
1
Computer Science
1
Smart Pointer
1
NAMES
Abstract Class
1
PROBLEMS
Inflation Rate
1
NAMES
Inflation
1
Hidden Tax
1
Inflation Index
1
Inflation Index Forward Curve
2
\[I_{t}\]
3
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
PROBLEMS
ASKERS
Coremont
1
MUFG
1
KEYWORDS
Finance
1
Risk Factor
2
Zero Coupon Inflation Swap
1
LPI Inflation Rate
1
Inflation Caplet
1
Inflation Rate Swap
1
NAMES
Inflation Rate
2
\[i_{t}\]
2
Forward Inflation Rate
1
DESCRIPTIONS
ASKERS
Coremont
1
MUFG
1
KEYWORDS
Finance
1
\[I_{t}\]
1
Callable LPI Swap
1
LPI Swap
1
NAMES
LPI Inflation Rate
1
Limited Price Indexation Inflation Rate
1
\[l_{t}\]
1
DESCRIPTIONS
KEYWORDS
Finance
1
Inflation Rate
1
NAMES
Inflation Caplet
1
DESCRIPTIONS
KEYWORDS
Finance
1
Inflation Rate
1
Inflation Convexity Adjustment
1
Discount Factor
1
Compound Factor
1
Inflation Convexity Adjustment
1
Inflation Caplet
1
NAMES
Inflation Convexity Adjustment
1
\[G(\tau)\]
1
PROBLEMS
KEYWORDS
Finance
1
Convexity Adjustment
1
Zero Coupon Inflation Swap
1
NAMES
LPI Swap
1
DESCRIPTIONS
LPI Inflation Rate
1
Swap
1
Market Machine
1
NAMES
Callable LPI Swap
1
LPI Inflation Rate
1
Swap
1
Market Machine
1
NAMES
Inflation Rate Swap
1
Inflation Swap
1
Period-on-Period Inflation Swap
1
KEYWORDS
Finance
1
Inflation Rate
1
Swap
1
Market Machine
1
Zero Coupon Inflation Swap
1
NAMES
Assertion
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
C++
1
Python
1
Computer Science
1
NAMES
Context Manager
1
with
1
RAII
1
Resource Allocation is Initialisation
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
C++
1
Python
1
Sensitivities Method
2
Revaluation Method
2
NAMES
PnL Explain
3
DESCRIPTIONS
ASKERS
Barclays
1
JP Morgan
1
KEYWORDS
Finance
1
Model Validation
1
Risk Factor
1
NAMES
Sensitivities Method
2
DESCRIPTIONS
ASKERS
Barclays
1
JP Morgan
1
KEYWORDS
Finance
1
PnL Explain
2
Sensitivity
2
NAMES
Revaluation Method
2
ASKERS
JP Morgan
1
KEYWORDS
Finance
1
PnL Explain
2
Cliquet Call Option
2
NAMES
Lookback Call Option
1
Market Machine
1
Cliquet Call Option
1
NAMES
Equity Price Forward
1
Risk Factor
1
Cliquet Call Option
1
NAMES
Forward Starting Equity Call Option
1
KEYWORDS
Finance
1
Equity European Call Option
1
Cliquet Call Option
1
Dupire with Cash Dividends Local Volatility
1
NAMES
Dupire Local Volatility Model
1
KEYWORDS
Finance
1
Generalised Forward Skew
1
NAMES
Dupire with Cash Dividends Local Volatility
1
Dupire Local Volatility Model
1
NAMES
Generalised Forward Skew
1
Dupire with Cash Dividends Local Volatility
1
Inflation Convexity Adjustment
1
Future
1
Interest Rate Convexity Adjustment
1
Inflation Convexity Adjustment
1
NAMES
Convexity Adjustment
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Finance
1
Forward
1
Convexity Adjustment
1
NAMES
Forward
1
NAMES
Interest Rate Convexity Adjustment
1
KEYWORDS
Finance
1
Convexity Adjustment
1
NAMES
Bernoulli Distribution
1
PROBLEMS
NAMES
Binomial Distribution
1
PROBLEMS
Sensitivity
1
VaR
1
RBL
1
NAMES
Risk Measure
1
KEYWORDS
Finance
1
ES
1
NAMES
VaR
2
PROBLEMS
KEYWORDS
Finance
1
Risk Measure
1
NAMES
ES
1
Conditional VaR
1
Expected Shortfall
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Finance
1
VaR
1
Pricing by Monte Carlo
1
Extreme Value Theory
1
Bootstrapping
1
ES
1
NAMES
Bootstrapping
1
ES
1
NAMES
Extreme Value Theory
1
PROBLEMS
KEYWORDS
Mathematics
1
Finance
1
Pareto Distribution
1
Extreme Value Theory
1
NAMES
Pareto Distribution
1
PROBLEMS
KEYWORDS
Mathematics
1
NAMES
Compressed Returns
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Finance
1
Absolute Returns
1
Relative Returns
1
Compressed Returns
1
Geometric Brownian Motion
1
NAMES
Relative Returns
1
PROBLEMS
KEYWORDS
Finance
1
Compressed Returns
1
X
1
NAMES
Absolute Returns
1
PROBLEMS
KEYWORDS
Finance
1
Black Scholes Call Price
1
NAMES
Geometric Brownian Motion
1
S
1
\[\mathcal{P}_{S}\]
1
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Mathematics
1
Probability
1
Relative Returns
1
X
1
Supermartingale
1
Bachelier Call Price
1
W
1
Geometric Brownian Motion
1
Derivative of a Random Function
1
NAMES
Absolute Arithmetic Brownian Motion
1
Absolute Bachelier Brownian Motion
1
X
2
Arithmetic Brownian Motion
1
DESCRIPTIONS
KEYWORDS
Mathematics
1
Probability
1
Absolute Returns
1
Asymmetric Random Walk
1
NAMES
Bachelier Call Price
1
X
1
Adjoint Algorithmic Differentiation
1
Numerical Deterministic Differentiation
1
NAMES
Derivative of a Deterministic Function
1
Differentiation
1
KEYWORDS
Mathematics
1
NAMES
Homogenous Linear Equation Solution
2
PROBLEMS
KEYWORDS
Mathematics
1
PDE
1
ODE
2
Standard Normal Random Variable
1
Stopping Time
1
NAMES
Random Variable
1
Fluid Intelligence
1
Pointer
2
NAMES
Object
3
DESCRIPTIONS
KEYWORDS
C++
3
Computer Science
1
Data Structure
1
Constructor
1
NAMES
Copy Operator
1
KEYWORDS
C++
1
Ownership Transfer
1
Unique Pointer
1
NAMES
Move Operator
1
KEYWORDS
C++
1
Ownership Transfer
1
Copy Operator
1
Move Operator
1
NAMES
Ownership Transfer
1
Assignment
1
KEYWORDS
C++
1
Signed Integer
1
Unsigned Integer
1
NAMES
Primitive
1
Primitive Data Structure
1
KEYWORDS
Computer Science
1
Data Structure
1
Optimisation
1
Root Finding
1
NAMES
Solving Equations
1
DESCRIPTIONS
Relative Variable
1
Variable
1
Newton's Method
2
Bisection Method
1
Secant Method
1
Levenberg-Marquardt Algorithm
1
NAMES
Root Finding
2
ASKERS
JP Morgan
1
KEYWORDS
Mathematics
1
Solving Equations
1
NAMES
Bisection Method
1
KEYWORDS
Mathematics
1
Root Finding
1
NAMES
Secant Method
1
KEYWORDS
Mathematics
1
Root Finding
1
Dynamic Programming
1
DFS
1
NAMES
Memoisation
1
Caching
1
Space-Time Tradeoff
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
NAMES
Brute Force Recursion Technique
1
Iteration Technique
1
Rough Substitution Technique
1
PROBLEMS
KEYWORDS
Mathematics
1
Dynamic Programming
1
NAMES
Correlation
1
\[\boldsymbol{K}\]
1
Correlation Matrix
1
PROBLEMS
ASKERS
Citadel
2
UBS
2
KEYWORDS
Mathematics
1
Probability
1
Linear Algebra
2
Variable
1
Equity European Call Option
1
NAMES
Stock
1
Professional Equity Call Hedger
1
NAMES
Delta
1
KEYWORDS
Finance
1
Sensitivity
1
Professional Equity Call Hedger
1
NAMES
Gamma
1
Sensitivity
1
Professional Equity Call Hedger
1
NAMES
Theta
1
KEYWORDS
Finance
1
Sensitivity
1
NAMES
Professional Equity Call Hedger
1
PROBLEMS
KEYWORDS
Finance
1
Equity European Call Option
1
Delta
1
Gamma
1
Theta
1
Pricing by No-Arbitrage
1
Preprocessor
1
NAMES
Source File
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
C++
1
Preprocessor
1
NAMES
Dependency
1
Library
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
C++
1
Compiler
1
Static Initialisation Order Fiasco
1
NAMES
Translation Unit
1
KEYWORDS
C++
1
Computer Science
1
Preprocessor
1
Translation Unit
1
NAMES
Preprocessor
1
KEYWORDS
C++
1
Compiler
1
Source File
1
Dependency
1
Linker
1
NAMES
Object File
1
DESCRIPTIONS
KEYWORDS
C++
1
Computer Science
1
Compiler
1
NAMES
Executable
1
DESCRIPTIONS
KEYWORDS
C++
1
Computer Science
1
Linker
1
Executable
1
NAMES
Linker
1
KEYWORDS
C++
1
Computer Science
1
Object File
1
NAMES
Static Initialisation Order Fiasco
1
PROBLEMS
ASKERS
Spotify
1
KEYWORDS
C++
1
Computer Science
1
Class Attribute
1
Translation Unit
1
Inflation Rate Swap
1
Inflation Convexity Adjustment
1
\[I_{t}\]
1
NAMES
Inflation Forward
1
Zero Coupon Inflation Swap
2
Single-Period Inflation Swap
1
KEYWORDS
Finance
1
Inflation Caplet
1
Equity Forced American Call Option
1
Symmetric Random Walk
2
NAMES
Discount Factor
2
D
1
P
1
Discount Operator
1
d()
1
Decay Factor
1
d
1
\[\alpha\]
2
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Finance
1
Inflation Caplet
1
NAMES
Compound Factor
1
KEYWORDS
Finance
1
Inflation Caplet
1
NAMES
Inflation Convexity Adjustment
1
DESCRIPTIONS
ASKERS
Coremont
1
KEYWORDS
Finance
1
Convexity Adjustment
1
NAMES
Derivative of a Random Function
9
DESCRIPTIONS
KEYWORDS
Mathematics
1
Probability
1
W
2
X
1
Volatility Rate
1
Derivative of a Random Function
2
NAMES
Standard Arithmetic Brownian Motion
1
W
2
DESCRIPTIONS
KEYWORDS
Mathematics
1
Probability
1
X
1
Dynamic Programming
1
NAMES
Boundary Condition
1
KEYWORDS
Mathematics
1
Computer Science
1
Derivative of a Random Function
1
NAMES
Volatility Rate
1
Annualised Volatility
1
\[\dot{\sigma}\]
1
KEYWORDS
Finance
1
Network API
1
Local API
1
NAMES
API
1
KEYWORDS
Computer Science
1
DevOps
1
HTTP / HTTPS
1
TCP / IP
1
NAMES
Network API
1
KEYWORDS
Computer Science
1
DevOps
1
API
1
HTTP / HTTPS
1
NAMES
TCP / IP
1
Transport Layer
1
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Computer Science
1
DevOps
1
Network API
1
NAMES
HTTP / HTTPS
1
Application Layer
1
REST API Standard
1
Open API Standard
1
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Computer Science
1
DevOps
1
TCP / IP
1
Network API
1
Virtualenv
1
Docker
1
NAMES
Containerisation
1
Application Packaging
1
KEYWORDS
DevOps
1
Computer Science
1
NAMES
Virtualenv
1
KEYWORDS
DevOps
1
Computer Science
1
Python
1
Containerisation
1
NAMES
Docker
1
KEYWORDS
DevOps
1
Computer Science
1
Containerisation
1
Data Pipeline
1
Code Pipeline
1
NAMES
Pipeline
1
KEYWORDS
DevOps
1
Computer Science
1
NAMES
Code Pipeline
1
Continuous Integration
1
Continuous Deployment
1
CI / CD Tools
1
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
DevOps
1
Computer Science
1
Pipeline
1
Multithreading
1
Multiprocessing
1
NAMES
Concurrency
1
KEYWORDS
DevOps
1
Computer Science
1
Data Pipeline
1
NAMES
Multithreading
1
KEYWORDS
DevOps
1
Computer Science
1
Concurrency
1
NAMES
Multiprocessing
1
KEYWORDS
DevOps
1
Computer Science
1
Concurrency
1
Data Pipeline
1
NAMES
Scheduling
1
KEYWORDS
DevOps
1
Computer Science
1
NAMES
Autocallable
1
PROBLEMS
ASKERS
JP Morgan
1
KEYWORDS
Finance
1
Equity
1
Pricing
1
Market Machine
1
Proportional Dividend Model
1
Cash Dividend Model
1
Epsilon
1
NAMES
Dividend Forward
1
ASKERS
JP Morgan
1
KEYWORDS
Finance
1
Risk Factor
1
Epsilon
1
NAMES
Proportional Dividend Model
1
ASKERS
JP Morgan
1
KEYWORDS
Finance
1
Dividend Forward
1
Epsilon
1
NAMES
Cash Dividend Model
1
ASKERS
JP Morgan
1
KEYWORDS
Finance
1
Dividend Forward
1
NAMES
Epsilon
1
Sensitivity to Dividends
1
DESCRIPTIONS
PROBLEMS
ASKERS
JP Morgan
2
KEYWORDS
Finance
1
Equity
1
Sensitivity
1
Proportional Dividend Model
1
Cash Dividend Model
1
Dividend Forward
1
NAMES
Levenberg-Marquardt Algorithm
1
DESCRIPTIONS
ASKERS
JP Morgan
1
KEYWORDS
Finance
1
Mathematics
1
Newton's Method
1
Root Finding
1
Optimisation
1
Multiple Inheritance
1
NAMES
Inheritance
1
KEYWORDS
Computer Science
1
NAMES
Multiple Inheritance
1
PROBLEMS
ASKERS
HSBC
1
JP Morgan
1
KEYWORDS
Computer Science
1
Python
1
C++
1
Inheritance
1
Pimpl Idiom
1
NAMES
Variadic Arguments
1
PROBLEMS
ASKERS
JP Morgan
1
KEYWORDS
C++
1
Computer Science
1
Local API
1
Template
1
Callable Floater Bond
1
NAMES
Callable Bond
1
KEYWORDS
Finance
1
Market Machine
1
Callable Floater Bond
1
NAMES
Floating Rate Note
1
FRN
1
Floating Rate Bond
1
KEYWORDS
Finance
1
Market Machine
1
NAMES
Callable Floater Bond
2
Callable Floater
1
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
ASKERS
Coremont
1
KEYWORDS
Finance
1
Pricing
1
Fixed Income
1
Market Machine
1
Callable Bond
1
Floating Rate Note
1
Sensitivity to Credit Spread
1
Duration
1
Callable Floater Bond
1
NAMES
Sensitivity to Credit Spread
1
OAS Duration
1
Option-Adjusted Spread Duration
1
KEYWORDS
Finance
1
Sensitivity
1
Credit Spread
1
Callable Floater Bond
1
NAMES
Duration
1
Macaulay Duration
1
Modified Duration
1
KEYWORDS
Finance
1
Sensitivity
1
NAMES
Test
1
NAMES
Multilinear Regression
1
KEYWORDS
Mathematics
1
Machine Learning
1
QR Decomposition
1
Matrix Inversion
1
Multilinear Regression
1
NAMES
QR Decomposition
1
KEYWORDS
Mathematics
1
Multilinear Regression
1
NAMES
Matrix Inversion
1
Singular Matrix
1
Inverse Matrix
1
Invertible Matrix
1
KEYWORDS
Mathematics
1
Linear Algebra
1
NAMES
Volga
1
DESCRIPTIONS
KEYWORDS
Finance
1
Sensitivity
1
NAMES
ANN
1
Artificial Neural Network
1
KEYWORDS
Mathematics
1
Machine Learning
1
Adjoint Algorithmic Differentiation
1
Adjoint Algorithmic Differentiation
1
Finite Difference Method
1
NAMES
Numerical Deterministic Differentiation
1
KEYWORDS
Mathematics
1
Derivative of a Deterministic Function
1
NAMES
Finite Difference Method
1
Bump and Reval
1
Bumping
1
Finite Difference
1
DESCRIPTIONS
KEYWORDS
Mathematics
1
Finance
1
Numerical Deterministic Differentiation
1
Taylor Series
1
NAMES
Virtual Function
4
Polymorphism
3
Overriding
3
Run-Time Polymorphism
2
Virtual Method
1
Virtuality
1
Dynamic Binding
1
PROBLEMS
ASKERS
Spotify
1
Market Machines
1
KEYWORDS
C++
1
Computer Science
1
NAMES
Put Option
1
KEYWORDS
Finance
1
Market Machine
1
NAMES
Equity
1
Share
1
KEYWORDS
Finance
1
Market Machine
1
Symmetric Random Walk
1
NAMES
Equity Forced American Call Option
1
Equity American Forward
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Finance
1
Market Machine
1
Discount Factor
1
Risk-Neutral Expectation
1
Equity Forced American Call Option
1
NAMES
Risk-Neutral Expectation
1
\[\tilde{\text{E}}\]
1
KEYWORDS
Finance
1
Mathematics
1
Pass By Reference
1
NAMES
Reference
1
DESCRIPTIONS
KEYWORDS
C++
1
Computer Science
1
Data Structure
1
Pointer
1
NAMES
Pass by Pointer
1
KEYWORDS
C++
1
Computer Science
1
Pointer
1
Asymmetric Random Walk
1
NAMES
Stopping Time
1
First Passage Time
1
\[\tau\]
1
DESCRIPTIONS
KEYWORDS
Mathematics
1
Stochastic Calculus
1
Random Variable
1
Asymmetric Random Walk
2
NAMES
Drift
1
Rate of Change
1
Annualised Return
1
\[\mu\]
1
KEYWORDS
Finance
1
Mathematics
1
Equity
1
Standard Arithmetic Brownian Motion w/o Drift
1
Join Distribution of Current Level and Maximum-to-Date of Symmetric Random Walk
1
NAMES
Symmetric Random Walk
4
Simple Random Walk
3
Simple Random Walk Process
1
Random Walk Process
1
Total-Outcome Random Variable
1
Bernoulli Random Walk
1
Bernoulli Trials Process
1
Random Walk w/o Drift
1
\[M_{t}\]
1
\[S_{t}\]
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Mathematics
1
Stochastic Calculus
2
Discount Factor
2
Asymmetric Random Walk
1
Martingale
1
Markov Process
1
Join Distribution of Current Level and Maximum-to-Date of Asymmetric Random Walk
1
Symmetric Random Walk
1
X
1
NAMES
Random Walk with Drift
2
Asymmetric Random Walk
4
\[M_{t}\]
1
\[A_{t}\]
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Mathematics
1
Stochastic Calculus
1
Probability
1
Drift
2
Stopping Time
1
Partial Homogeneous Permutation
1
NAMES
\(\nu\)-SVR
1
DESCRIPTIONS
KEYWORDS
Mathematics
1
Machine Learning
1
SVR
1
Covariance Operator
1
Variable
1
NAMES
Set
1
X
1
KEYWORDS
Mathematics
1
Object
1
Default Constructor
1
Parametrised Constructor
1
NAMES
Constructor
1
KEYWORDS
Computer Science
1
Data Structure
1
Deterministic Function
1
NAMES
Default Constructor
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
C++
1
Constructor
1
NAMES
Parametrised Constructor
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
C++
1
Constructor
1
NAMES
Online SVR
1
KEYWORDS
Machine Learning
1
Mathematics
1
Computer Science
1
SVR
1
NAMES
Analytical Filtering
2
Filtering
2
Updating
1
Prior Updating
1
Posterior Sampling
1
DESCRIPTIONS
KEYWORDS
Mathematics
1
Intelligence
1
Competence
1
Stability
1
Selfishness
1
Dishonesty
1
Extraversion
1
Health
1
Empathy
1
Conscientiousness
1
NAMES
Personality
1
Study Stations Personality Model
1
KEYWORDS
Psychology
1
Fluid Intelligence
1
Heap Memory
1
NAMES
Intelligence
1
IQ
1
Openness
1
KEYWORDS
Psychology
1
Personality
1
Big Five Personality Model
1
MBTI Personality Model
1
HEXACO Personality Model
1
Engineering
1
NAMES
Competence
1
KEYWORDS
Psychology
1
Personality
1
NAMES
Stability
1
Mental Health
1
Lack of Neuroticism
1
DESCRIPTIONS
KEYWORDS
Psychology
1
Personality
1
Big Five Personality Model
1
MBTI Personality Model
1
HEXACO Personality Model
1
Anger
1
NAMES
Aggressiveness
1
Assertiveness
1
Selfishness
2
KEYWORDS
Psychology
1
Personality
1
Big Five Personality Model
1
HEXACO Personality Model
1
Anger
1
Sales
1
NAMES
Dishonesty
1
Shrewdness
1
KEYWORDS
Psychology
1
Personality
1
HEXACO Personality Model
1
Sales
1
NAMES
Extraversion
1
Personality
1
Big Five Personality Model
1
MBTI Personality Model
1
HEXACO Personality Model
1
Sales
1
NAMES
Health
1
Beauty
1
KEYWORDS
Psychology
1
Personality
1
NAMES
Empathy
1
EQ
1
KEYWORDS
Psychology
1
Personality
1
Sales
1
Industriousness
1
Orderliness
1
NAMES
Conscientiousness
1
KEYWORDS
Psychology
1
Personality
1
Big Five Personality Model
1
MBTI Personality Model
1
HEXACO Personality Model
1
Engineering
1
NAMES
Industriousness
1
KEYWORDS
Psychology
1
Conscientiousness
1
NAMES
Orderliness
1
KEYWORDS
Psychology
1
Conscientiousness
1
Extraversion
1
Intelligence
1
Conscientiousness
1
Selfishness
1
Stability
1
NAMES
Big Five Personality Model
1
KEYWORDS
Psychology
1
Intelligence
1
Stability
1
Extraversion
1
Conscientiousness
1
NAMES
MBTI Personality Model
1
KEYWORDS
Psychology
1
Intelligence
1
Conscientiousness
1
Dishonesty
1
Selfishness
1
Extraversion
1
Stability
1
NAMES
HEXACO Personality Model
1
KEYWORDS
Psychology
1
NAMES
Join Distribution of Current Level and Maximum-to-Date of Asymmetric Random Walk
1
PROBLEMS
KEYWORDS
Probability
1
Stochastic Calculus
1
Mathematics
1
Asymmetric Random Walk
1
Join Distribution of Current Level and Maximum-to-Date of Symmetric Random Walk
1
Join Distribution of Current Level and Maximum-to-Date of Asymmetric Random Walk
1
NAMES
Join Distribution of Current Level and Maximum-to-Date of Symmetric Random Walk
1
DESCRIPTIONS
KEYWORDS
Probability
1
Stochastic Calculus
1
Mathematics
1
Symmetric Random Walk
1
Asymmetric Random Walk
1
NAMES
Partial Homogeneous Permutation
1
Partial Unique Permutation
1
Partial Flat-Structure Permutations
1
Combination
1
\[(\,)\]
1
\[\text{C}()\]
1
KEYWORDS
Combinatorics
1
Mathematics
1
Symmetric Random Walk
1
NAMES
Markov Process
1
KEYWORDS
Mathematics
1
Stochastic Calculus
1
NAMES
Endowment Fund
1
DESCRIPTIONS
KEYWORDS
Finance
1
Market Machine
1
Perpetual American Put Option
1
NAMES
Bellman Equation
1
KEYWORDS
Stochastic Calculus
1
Mathematics
1
Machine Learning
1
Dynamic Programming
1
Finite-Maturity American Put Option
1
NAMES
Perpetual American Put Option
2
PAP
1
Perpetual American Put
1
DESCRIPTIONS
PROBLEMS
KEYWORDS
Finance
1
Pricing
1
Bellman Equation
1
Market Machine
1
Dynamic Programming
1
Optimal Exercise Policy
1
Market Machine
1
NAMES
Pricing
1
Valuation
1
DESCRIPTIONS
KEYWORDS
Pricing
1
Finance
1
Payoff
1
Stability
1
Selfishness
1
NAMES
Anger
1
KEYWORDS
Psychology
1
Extraversion
1
Selfishness
1
Dishonesty
1
Empathy
1
NAMES
Sales
1
KEYWORDS
Psychology
1
Intelligence
1
Conscientiousness
1
NAMES
Engineering
1
KEYWORDS
Psychology
1
NAMES
RBL
1
Risk Based Loss
1
KEYWORDS
Finance
1
Risk Measure
1
NAMES
Array
1
DESCRIPTIONS
KEYWORDS
Computer Science
1
C++
1
Python
1
Data Structure
1
NAMES
Model Portfolio
1
Virtual Fund
1
KEYWORDS
Finance
1
Geometric Brownian Motion
1
NAMES
Supermartingale
1
DESCRIPTIONS
EXAMPLES, TESTS & BOUNDARIES
KEYWORDS
Mathematics
1
Stochastic Calculus
1
Random Function
1
Perpetual American Put Option
1
NAMES
Optimal Exercise Policy
1
KEYWORDS
Finance
1
Optimisation
1
NAMES
Debit
1
Payment
1
DESCRIPTIONS
KEYWORDS
Finance
1