Neural Parametric Models: Novel Modelling Methods in Finance
In this talk, Thijs van den Berg presents a novel generic machine learning modelling method to learn and extract parametric models and calibration algorithm directly from data.
In this talk, Thijs van den Berg presents a novel generic machine learning modelling method to learn and extract parametric models and calibration algorithm directly from data.
LIBOR - Don't Fallback, Step Forward
In this video Dr Marc Henrard reflects on what will happen with the expected discontinuation of the LIBOR publication.
In this video Dr Marc Henrard reflects on what will happen with the expected discontinuation of the LIBOR publication.
Asset Liability Models that are Useful in Practice
This talk is a tutorial on asset liability models for pension funds, insurance companies.
This talk is a tutorial on asset liability models for pension funds, insurance companies.
The Different Truths of IR Volatility Modeling: About Normality and Black’s Immortality
The talk gives an overview of the current “SME Rates Vol Model status quo”, its current challenges and their implications.
The talk gives an overview of the current “SME Rates Vol Model status quo”, its current challenges and their implications.
Volatility Inputs for Convertible Bond Pricing with Jump to Default
In this talk Pedro discusses modeling convertible bonds, the effect of credit spread, using volatility as an input, the exercise of a convertible bond and implying volatility from a convertible bond market price.
In this talk Pedro discusses modeling convertible bonds, the effect of credit spread, using volatility as an input, the exercise of a convertible bond and implying volatility from a convertible bond market price.
Some Things I Have Learned About Volatility Over the Years
In this keynote presentation from the Quant Insights conference in 2017 Paul discusses volatility, why it matters and how you can make money from it.
In this keynote presentation from the Quant Insights conference in 2017 Paul discusses volatility, why it matters and how you can make money from it.
Zero to AI (7/7)
In this video series Jon McLoone introduces the main concepts of machine learning in approximately 60 minutes.
In this video series Jon McLoone introduces the main concepts of machine learning in approximately 60 minutes.
Quant Bites Series
Watch these bite-sized videos focusing on the impact quant finance is having in leading practitioners fields.
Watch these bite-sized videos focusing on the impact quant finance is having in leading practitioners fields.
Key Ideas in Quant Finance Series 2
In these short videos Dr. Alonso Peña looks at an individual concept or “key idea” and its evolution. Together these key ideas form the foundation upon which the quant finance industry builds every day.
In these short videos Dr. Alonso Peña looks at an individual concept or “key idea” and its evolution. Together these key ideas form the foundation upon which the quant finance industry builds every day.
