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Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning
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Manage episode 341792799 series 2999166
Content provided by CQF Institute. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by CQF Institute or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
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.
26 episodes
MP3•Episode home
Manage episode 341792799 series 2999166
Content provided by CQF Institute. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by CQF Institute or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
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.
26 episodes
All episodes
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