Deep Pricing Webinar

Machine Learning, Quantitative Finance

Financial Risk Hub, Wed 20 May, 8pm London

I will be presenting theory, implementation and results of pricing and risk management of derivatives by machine learning.

The webinar is complimentary and hosted by Financial Risk Hub.

Register here: www.financialriskhub.com/deep-learning-applications-in-valuation-and-risk-of-trading-books/

Slides here: www.deep-analytics.org

Published by Antoine Savine

Antoine Savine is a French mathematician, academic and a leading derivatives research professional with Danske Bank in Copenhagen. Antoine also teaches Volatility and Computational Finance at Copenhagen University. He is the author of Modern Computational Finance with John Wiley and Sons. Antoine holds a PhD in Mathematics, and is best known for his work on volatility and interest rate models. He was influential in the development of cashflow scripting, the application of generalized derivatives to volatility, and the wide adoption of AAD in financial systems.

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