Quantitative Finance

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

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

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 more

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

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

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.

read more

Initial Margin modeling and its application to CVA

Initial Margin modeling and its application to CVA 2560 1707 Quanteam

The aim of the article is to implement stochastic modeling to take into account MI dynamics throughout the simulation dates.

read more
Key word(s)
    Privacy preferences

    When 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.

    For performance and security reasons, we use Cloudflare
    required
    Enable / disable Google Analytics tracking code in the browser
    Enable / disable the use of Google fonts in the browser
    Enable / disable video integration in the browser
    Privacy policy Privacy preferences
    Our website contains third-party services for its proper functioning. Set your preferences and/or permissions for our use of cookies.