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What is a Hessian?

PRMIA 8007 Full Course Access
PRMIA 8007 View All Questions

What is a Hessian?

A.

Correlation matrix of market indices

B.

The vector of partial derivatives of a contingent claim

C.

A matrix of second derivatives of a function

D.

The point at which a minimum of a multidimensional function is achieved

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