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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.

Dr. Misha Fomytskyi
1 hour and 18 mins
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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.

David Orrell
1 hour and 16 mins
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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.

Dr Stephen Weston
56 mins
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FinTech, Model Risk, and All That

In this talk, Tanveer Bhatti covers a mix of technical and practical matters in the FinTech space.

Tanveer Bhatti
1 hour and 17 mins
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CQF Institute Mumbai Society Meeting: Genetic Algorithms and Evolutionary Computation

In this talk, Achin Agarwal provides a practical demonstration of how this framework can be applied to solve a common problem of portfolio construction, highlighting the key steps involved and examining the nuances of each step

Achin Agarwal
1 hour and 13 mins
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Fourier-Based Methods for the Management of Complex Insurance Products

In this talk, Dr Laura Ballotta proposes a framework for the valuation and the management of complex life insurance contracts

Dr Laura Ballotta
52 mins
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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.

Tim Wood
1 hour and 20 mins
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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.

Professor Natalie Packham
1 hour and 19 mins
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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. 

Professor Thomas Lux
1 hour and 20 mins
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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.

Adam Rej
51 mins

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