Mark Gibbs

Gibbs Consulting

PO Box 244

Cobble Hill, British Columbia V0R 1L0

Canada

http://gibbsconsulting.ca

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,155

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Top 45,155

in Total Papers Downloads

2,029

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

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 1,108 (36,695)
Citation 1

Abstract:

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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 186 (295,754)

Abstract:

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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 183 (300,151)

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 349 (159,001)
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 203 (273,883)

Abstract:

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