Note Quant - Optimizing the Trading Cost in presence of Market Impact
This note of a few pages proposes a first confrontation between Deep Learning and computational finance through the pricing of vanilla options by neural networks.
read moreThis note of a few pages proposes a first confrontation between Deep Learning and computational finance through the pricing of vanilla options by neural networks.
read moreThe aim of this note is to analyze the regulatory requirements on credit risk to show the fundamental modeling points to which supervisors are now paying close attention.
read moreBeing a Consultant Manager at Quanteam means having a dual role: carrying out a project for one of our customers and playing an active part in the firm's development.
read moreAs a Consultant Manager with Quanteam for the past 9 years, Michaël has worked on a variety of projects within the company: from developer to project owner, then project management and finally team management.
read moreWhen you visit our website, it may store information via your browser from specific services, usually in the form of cookies. Here you can modify your privacy preferences. Please note that blocking certain types of cookies may affect your experience on our website and the services we are able to offer.