Quantifying Model Performance in Financial Risk Engineering

Explore the intricacies of quantifying model performance in this comprehensive lecture from the Brooklyn Quant Experience (BQE) Lecture Series at New York University. Join Alexandre Antonov, Chief Analyst at Danske Bank, as he delves into topics such as replication, financial portfolio inversion, expectations, and conditional expectations. Learn about arbitrary strategy replication, financial meaning, hedging payoff, and daily recipe implementation. Discover extra conditions and gain valuable insights into model performance quantification in the financial industry. This in-depth presentation offers a unique opportunity to enhance your understanding of quantitative finance and risk management techniques.