Send us a textIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Carol Alexander. They delve into Professor Alexander's extensive experience in both academia and industry, and her fascinating journey in the field of quantitative finance. The conversation also touches on her interest in cryptocurrencies, her ongoing work at the Exponential Science Foundation, and more. Podcasts are for informational purposes only and provided “as is” without any representation o...
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Send us a textIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Carol Alexander. They delve into Professor Alexander's extensive experience in both academia and industry, and her fascinating journey in the field of quantitative finance. The conversation also touches on her interest in cryptocurrencies, her ongoing work at the Exponential Science Foundation, and more. Podcasts are for informational purposes only and provided “as is” without any representation o...
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning
QuantSpeak
34 minutes
3 years ago
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning
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.
QuantSpeak
Send us a textIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Carol Alexander. They delve into Professor Alexander's extensive experience in both academia and industry, and her fascinating journey in the field of quantitative finance. The conversation also touches on her interest in cryptocurrencies, her ongoing work at the Exponential Science Foundation, and more. Podcasts are for informational purposes only and provided “as is” without any representation o...