# Videos & Tutorials

See it with your own eyes- Fundamentals of approximation theory
- The power of the Chebyshev techniques; the maths behind them
- How our software library works
- Applications of the Chebyshev framework to enhance risk calculations

# Introductions…

#### Who we are and about this video series

3 minutes

#### The Computational Challenge

19 minutes

# Practical applications of our technology

#### Vitamin B, Chebyshev, Homocysteine and... Dynamic Initial Margin

Chebyshev provides the tools for an accurate and ultra-fast stochastic simulation of dynamic sensitivities and Initial Margin. Find out how in this video

30 minutes

#### Chebyshev for IMA-FRTB

In this talk we present results obtained within the systems of a tier-1 bank for a capital calculation within FRTB IMA, using Chebyshev tensors to massively accelerate and economise the calculation while retaining a high level of accuracy required by the regulation.

#### CVA and IMM for exotics and large portfolios

# Our software library

#### Downloading the library

2 minutes

#### Installing the library

7 minutes

#### Documentation

4 minutes

#### Main functionality

**We strongly suggest you watch this video**

16 minutes

#### Function Derivatives

9 minutes

#### Serialization

4 minutes

#### Algebra of MoCaX Objects

7 minutes

#### Singularity Points & Splines

14 minutes

#### Slicing MoCaX Objects

5 minutes

#### Extrusion

5 minutes

#### Higher dimensions

24 minutes

#### Sliding

13 minutes

# Maths and Methods – fundamentals

#### Fundamentals of Approximation Theory and of the Chebyshev Methods - Part I

20 minutes

#### Fundamentals of Approximation Theory and of the Chebyshev Methods - Part II

24 minutes

#### Evaluation of Chebyshev Objects - the Barycentric Interpolation formula

15 minutes

#### Stability of the Barycentric Interpolation formula

Learn about the numerical stability of the Barycentric Interpolation formula

8 minutes

#### The Clenshaw algorithm

Here we explain the connection between the Clenshaw algorithm and the Barycentric Interpolation formula

4 minutes

# Maths and Methods – more advanced stuff

#### Accuracy & Error prediction

21 minutes

#### Singularity points & Splines (method)

7 minutes

#### Function Derivatives

17 minutes

#### High Dimensional Chebyshevs

27 minutes

#### Algebra of Chebyshev Objects

23 minutes