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