Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies

12/06/2023 1h 3min Temporada 1 Episodio 20
Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies

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Episode Synopsis

Send us a textIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz, from Acadia. Jörg discusses the topic of his upcoming talk at the Black-Scholes 50th Anniversary Conference, the role that Open Source Software played in his recent paper, the importance of C++, and more.