QuantSpeak

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

September 21, 2022 CQF Institute Season 1 Episode 13
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning
QuantSpeak
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QuantSpeak
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning
Sep 21, 2022 Season 1 Episode 13
CQF Institute

QuantSpeak 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.

Show Notes

QuantSpeak 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.