The New World of Options Trading: Valuation, Risk and Robust Workflows
In this video, Misha Fomytskyi explains how to detect and fix typical problems arising in practice using real-world examples. We also discuss risk management, the limitations of Black-Scholes greeks and “sticky-strike” scenarios, and what to do instead.
In this video, Misha Fomytskyi explains how to detect and fix typical problems arising in practice using real-world examples. We also discuss risk management, the limitations of Black-Scholes greeks and “sticky-strike” scenarios, and what to do instead.
Quantum Economics and Finance: The Quantum Option
In this video David Orrell applies the theory to the problem of pricing a financial option. Instead of using methods based on a random walk, we draw on the theory of quantum cognition to use a quantum walk, which shows very different behaviour.
In this video David Orrell applies the theory to the problem of pricing a financial option. Instead of using methods based on a random walk, we draw on the theory of quantum cognition to use a quantum walk, which shows very different behaviour.
Do Spikes Make it Harder to Find Profitable Patterns in Limit Order Books
In this talk, Dr Stephen Weston presents a novel approach to modelling spikes and explores how such a model sits naturally in an agent-based approach in order to gain greater insight into financial market behaviour.
In this talk, Dr Stephen Weston presents a novel approach to modelling spikes and explores how such a model sits naturally in an agent-based approach in order to gain greater insight into financial market behaviour.
FinTech, Model Risk, and All That
In this talk, Tanveer Bhatti covers a mix of technical and practical matters in the FinTech space.
In this talk, Tanveer Bhatti covers a mix of technical and practical matters in the FinTech space.
Deep Learning for Derivatives Pricing: From Theory to Practice
In this talk, Tim Wood discusses Deep Learning and its application to derivatives pricing and risk analytics draws increasing attention in the form of conference talks and a growing body of literature.
In this talk, Tim Wood discusses Deep Learning and its application to derivatives pricing and risk analytics draws increasing attention in the form of conference talks and a growing body of literature.
Correlation Stress Testing of Stock and Credit Portfolios
In this video, Professor Natalie Packham explains how she develops a general approach for stress testing correlations in stock and credit portfolios, using Bayesian variable selection methods.
In this video, Professor Natalie Packham explains how she develops a general approach for stress testing correlations in stock and credit portfolios, using Bayesian variable selection methods.
Agent-Based Models in Finance: Foundations, Explanatory Power and Applications
In this video, Professor Thomas Lux introduces the rich literature on Agent Based Modelling (ABM) in finance.
In this video, Professor Thomas Lux introduces the rich literature on Agent Based Modelling (ABM) in finance.
When Love is Blind: Making Sense of In-Sample overfitting, when Backtesting Strategies you Adore
In this video, Adam Rej discusses how in-sample overfitting is a drawback of any backtest-based investment strategy.
In this video, Adam Rej discusses how in-sample overfitting is a drawback of any backtest-based investment strategy.
Price Destabilizing Speculation: The Role of Strategic Limit Orders
In this video, Suman Banerjee shows the effects of price destalization.
In this video, Suman Banerjee shows the effects of price destalization.
Recent Development in Deep Learning in Finance
In this talk, Harsh Prasad explains the use of machine learning in finance and how it is helping re-focus the financial sector to its fundamental purpose.
In this talk, Harsh Prasad explains the use of machine learning in finance and how it is helping re-focus the financial sector to its fundamental purpose.
