Black Friday 2024: 25+ Ways to Save on Online Learning
Deep Learning Volatility - Blanka Horvath, Kings College London

Deep Learning Volatility - Blanka Horvath, Kings College London

Alan Turing Institute via YouTube Direct link

Intro

1 of 9
Next

1 of 9

Intro

Class Central Classrooms beta

YouTube videos curated by Class Central.

Classroom Contents

Deep Learning Volatility - Blanka Horvath, Kings College London

Automatically move to the next video in the Classroom when playback concludes
  1. 1 Intro
  2. 2 Deep Learning Option Pricing and Calibration
  3. 3 Challenges for Neural Network Pricing
  4. 4 A NN Perspective on Pricing and (€) Calibration
  5. 5 Advantages of Neural Network Pricing
  6. 6 Questions
  7. 7 Digression: Rough Volatility
  8. 8 Pricing rough volatility by Monte Carlo
  9. 9 Model recognition

Never Stop Learning.

Get personalized course recommendations, track subjects and courses with reminders, and more.

Sign up for free
Someone learning on their laptop while sitting on the floor.