Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning

21/09/2022 34 min Temporada 1 Episodio 13
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning

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Episode Synopsis

Send us a textQuantSpeak podcast, Dan Tudball is joined by Derivatives Structurer, Arthur Böök. Arthur will be discussing his early career beginnings, his recent paper with Daniel Bloch, 'Smiling in Action', and the exciting advancements happening in machine learning.