Explore the intricacies of arbitrage-free neural-SDE market models in this one-hour Quantitative Finance Seminar presented by Samuel Cohen from the University of Oxford. Delve into advanced concepts in financial mathematics and gain insights into the application of neural networks in stochastic differential equation modeling for market dynamics. Learn how these models can be constructed to ensure arbitrage-free conditions, a crucial aspect in financial modeling and risk management.
Overview
Syllabus
Arbitrage-free neural-SDE market models
Taught by
Fields Institute
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