QuantSpeak
QuantSpeak
CQF Institute
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning
34 minutes Posted Sep 21, 2022 at 10:00 am.
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Show notes

QuantSpeak podcast, Dan Tudball is joined by Derivatives Structurer, Arthur Böök. Arthur will be discussing his early career beginnings, his recent paper with Daniel Bloch, 'Smiling in Action', and the exciting advancements happening in machine learning.