This note focuses on the pricing of a new 0-DTE financial product using innovative and effective pricing models
Read moreThis note focuses on the pricing of a new 0-DTE financial product using innovative and effective pricing models
Read moreThis brief paper offers an initial exploration of the intersection between deep learning and computational finance through the pricing of vanilla options using neural networks.
Read moreThe purpose of this note is to analyze regulatory requirements regarding credit risk in order to highlight the key aspects of modeling that supervisors are now paying close attention to.
Read moreThe purpose of this article is to develop a stochastic model that accounts for the dynamics of the IM throughout the simulation period.
Read moreWhen you visit our website, it may store information through your browser from specific services, typically in the form of cookies. Here, you can change your privacy settings. Please note that blocking certain types of cookies may affect your experience on our website and the services we are able to provide.
