By Brian Huge and Antoine Savine
Deep learning derivatives pricing, and risk, with differential regularisation
See our slides here:
Tag: Copenhagen University
Exercises in Modern Computational Finance
I am working on a set of exercises and assignments for the chapters of the Modern Computational Finance book. In the meantime, interested readers will find below the final hand-in for the computational finance lecture of autumn 2018 at Copenhagen University, where the book is used as curriculum:
https://antoinesavine.files.wordpress.com/2019/01/compfinhandin.pdf
Online curriculum for Numerical Finance
The curriculum for this semester’s Numerical Finance lectures at Copenhagen University is being published by Wiley under the name ‘Modern Computational Finance: AAD and Parallel Simulations’ and will be available on November 20th on Amazon in hardcover and electronic formats.
In the meantime, students will be a given in class a personal code that they can redeem to access the book online.
Once you are in possession of your personal code, please go to vitalsource.com/redeem, create an account, fill in the information and redeem your personal code. Then, press the green link ‘View on your Bookshelf’ next to the confirmation that you successfully redeemed the code to access the curriculum (after you agreed to terms and conditions).
The companion code can be downloaded from Wiley as indicated in the book, or from this gitHub repo where a more current version is kept.
Antoine Savine 