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Note Quant - Optimizing the Trading Cost in presence of Market Impact 1000 938 Quanteam

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.

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Note Quant - Regulatory requirements: governance and modeling of credit risk parameters 1920 1357 Quanteam

Note Quant - Regulatory requirements: governance and modeling of credit risk parameters

The 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.

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