Implied volatility (IV) is a key metric used by traders to determine options pricing and market forecasts. Gain insight into ...

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The paths to these packages can be configured in a file swakConfiguration (an example file swakConfiguration.example is provided. There is also a file swakConfiguration.automatic that tries to ...

Example applications, chapter 6: slides on nonlinear root-finding, optimization, and adjoint-method differentiation slides matrix gradients via the matrix inner product (the "Frobenius" inner product) ...