Mark Gibbs

Gibbs Consulting

PO Box 244

Cobble Hill, British Columbia V0R 1L0

Canada

http://gibbsconsulting.ca

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 44,592

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Top 44,592

in Total Papers Downloads

2,397

TOTAL CITATIONS

2

Scholarly Papers (4)

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1.

The Past, Present and Future of Curves

Number of pages: 44 Posted: 19 Aug 2013
Mark Gibbs and Russell Goyder
Gibbs Consulting and FINCAD Corporation
Downloads 1,200 (37,844)
Citation 1

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2.

Optimal Architecture for Modern Analytics Platforms

Downloads 491 (124,155)

Optimal Architecture for Modern Analytics Platforms

Number of pages: 15 Posted: 19 Aug 2013
Mark Gibbs and Russell Goyder
Gibbs Consulting and FINCAD Corporation
Downloads 248 (261,305)

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Optimal Architecture for Modern Analytics Platforms

Number of pages: 36 Posted: 19 Aug 2013
Mark Gibbs and Russell Goyder
Gibbs Consulting and FINCAD Corporation
Downloads 243 (266,684)

Abstract:

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3.

Automatic Numeraire Corrections for Generic Hybrid Simulation

Number of pages: 10 Posted: 19 Aug 2013
Mark Gibbs and Russell Goyder
Gibbs Consulting and FINCAD Corporation
Downloads 438 (142,403)
Citation 1

Abstract:

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4.

Recovering greeks from sensitivities

Number of pages: 24 Posted: 02 Feb 2020 Last Revised: 02 Oct 2020
Russell Goyder, Glen Goodvin and Mark Gibbs
FINCAD Corporation, FINCAD and Gibbs Consulting
Downloads 268 (243,218)

Abstract:

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Options, greeks, delta, vega, delta-hedging, adjoint algorithmic differentiation