QuantSpeak

Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies

June 12, 2023 CQF Institute Season 1 Episode 20
QuantSpeak
Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies
Show Notes

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz, from Acadia. Jörg discusses the topic of his upcoming talk at the Black-Scholes 50th Anniversary Conference, the role that Open Source Software played in his recent paper, the importance of C++, and more.