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.
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.
How Epidemiology and the Science of Networks Helps Understand Investor Behaviour
In this talk, Daniel Witte, will explain the bases of modern epidemiology and its role in understanding the spread of infectious and chronic diseases. Grant Fuller, will then explain how epidemiology and deep learning have been used to decode the views and expectations of institutional investors.
In this talk, Daniel Witte, will explain the bases of modern epidemiology and its role in understanding the spread of infectious and chronic diseases. Grant Fuller, will then explain how epidemiology and deep learning have been used to decode the views and expectations of institutional investors.
