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/content/faq | FAQ |
/content/browsers-tablets | Browsers & Tablets |
/content/cpd-certification-service | CPD Certification Service |
/content/gdpr | GDPR |
/content/hub-rules | Hub Rules |
/content/free-webinars | Webinars |
/content/aifi-information-session-artificial-intelligence-fi... | AIFI Information Session: The Artificial Intelligence Finance Institute (AIFI) |
/content/mli-applications-reinforcement-learning-finance-iva... | MLI Applications Of Reinforcement Learning In Finance by Ivan Zhdankin |
/content/mli-information-sessions-machine-learning-institute... | MLI Information Sessions: Machine Learning Institute Certificate in Finance (MLI) |
/content/btrm-information-session-recording-chris-westcott-h... | BTRM Information Session (Recording) by Chris Westcott: Head of BTRM Faculty |
/content/btrm-information-session-recording-moorad-choudhry-... | BTRM Information Session (Recording) by Moorad Choudhry: BTRM Designer and Founder |
/content/btrm-webinar-capital-and-liquidity-regulatory-updat... | BTRM Webinar: Capital and Liquidity Regulatory Update by Jonathan Farnan |
/content/btrm-webinar-intra-day-liquidity-risk-christopher-w... | BTRM Webinar: Intra-day Liquidity Risk by Christopher Westcott |
/content/computational-challenge-ima-frtb-solutions-chebyshe... | Computational Challenge of IMA FRTB. Solutions via Chebyshev Tensors, Wednesday, 2 October 2019 |
/content/oracle-btrm-conference-london-20th-march-2019 | The Oracle BTRM Conference: London, 20th March 2019 |
/content/retrofitting-aad-your-existing-c-library-using-tape... | AAD: Retrofitting AAD to Your Existing C++ Library Using Tape Compression by Alexander Sokol |
/content/distributed-ledgers-financial-markets-massimo-morin... | Distributed Ledgers for Financial Markets by Massimo Morini |
/content/mixing-sabr-negative-rates-analytical-arbitrage-fre... | Interest rates: Mixing The SABR For Negative Rates: Analytical Arbitrage-Free Solution by Dr. Alexander Antonov |
/content/mva-and-capital-efficiency-accurate-dynamic-simm-si... | XVA: MVA and Capital Efficiency: Accurate Dynamic SIMM Simulation via AAD by Justin Chan |
/content/mocax-intelligence-tutorial-library | MoCaX Intelligence Tutorial Library |
/content/xva-chebyshev-spectral-decomposition-ultra-efficien... | XVA: Chebyshev Spectral Decomposition for Ultra-efficient Risk Calculations by Ignacio Ruiz |
/content/xva-efficient-mva-dynamic-simm-simulation-ignacio-r... | XVA: Efficient MVA via Dynamic SIMM Simulation by Ignacio Ruiz |
/content/need-speed-technology-challenges-otc-derivatives-an... | XVA: Need for Speed: Technology Challenges for OTC Derivatives by Andrew Green |
/content/need-speed-technology-solutions-otc-derivatives-ign... | XVA: Need for Speed: Technology Solutions for OTC Derivatives by Ignacio Ruiz |
/content/rethinking-margin-period-risk-alexander-sokol | XVA: Rethinking Margin Period of Risk by Alexander Sokol |
/content/black-art-fva-claudio-albanese | XVA: The Black Art of FVA by Claudio Albanese |
/qhmain/search | View all workshops |
/content/data-science-finance-algorithmic-trading | Data Science for Finance: Algorithmic Trading |
/content/data-science-finance-quantitative-trading-strategie... | Data Science for Finance: Quantitative Trading Strategies by Nick Firoozye |
/content/data-science-finance-algorithmic-trading-strategies... | Data Science for Finance: Algorithmic Trading Strategies by Nick Firoozye |
/content/programming-languages | Programming Languages |
/content/python-data-science-and-artificial-intelligence-wor... | Python for Data Science and Artificial Intelligence by Paul Bilokon |
/content/look-quantlib-usage-and-development-luigi-ballabio-... | A Look at QuantLib Usage and Development by Luigi Ballabio |
/content/python-finance-yves-j-hilpisch | Python for Finance by Yves J. Hilpisch |
/content/advanced-c-design-and-implementation-quantitative-f... | Advanced C++ Design and Implementation in Quantitative Finance by Nick Webber |
/content/f-and-functional-programming-finance-tomas-petricek... | F# and Functional Programming in Finance by Tomas Petricek |
/content/matlab-%E2%80%93-introduction-financial-application... | Matlab – An Introduction for Financial Applications with Jörg Kienitz |
/content/mathematica-unrisk-michael-aichinger | Mathematica / UnRisk by Michael Aichinger |
/content/r-finance-joris-meys-1 | R in Finance by Joris Meys |
/content/algorithmic-differentiation-ad-computational-financ... | Algorithmic Differentiation (AD) for Computational Finance: Introduction by Uwe Naumann |
/content/big-data-high-frequency-data-and-machine-learning-k... | Big Data, High-Frequency Data, and Machine Learning with kdb+/q - Two Day Workshop |
/content/fundamental-review-trading-book | Fundamental Review of the Trading Book |
/content/fundamental-review-trading-book-christian-schmaltz | Fundamental Review of the Trading Book by Christian Schmaltz |
/content/interest-rate-modelling | Interest Rate Modelling |
/content/advanced-interest-rate-modelling-part-1-pat-hagan | Advanced Interest Rate Modelling (Part 1) by Pat Hagan |
/content/advanced-interest-rate-modelling-part-2-pat-hagan | Advanced Interest Rate Modelling (Part 2) by Pat Hagan |
/content/modern-interest-rates-collateral-funding-and-credit... | Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti |
/content/modern-interest-rate-modelling-collateral-funding-a... | Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) by Massimo Morini |
/content/adi-schemes-pricing-options-under-heston-model-kare... | ADI Schemes for Pricing Options under the Heston model by Karel in't Hout |
/content/pricing-options-fourier-inversion-simulation-stocha... | Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models by Roger Lord |
/content/risk-management | Risk Management |
/content/theory-and-practice-simulation-credit-risk-norddine... | Theory and Practice for the Simulation of Credit Risk by Norddine Bennani |
/content/liquidity-risk-management-part-1-antonio-castagna-f... | Liquidity Risk Management (Part 1) by Antonio Castagna & Francesco Fede |
/content/liquidity-risk-management-part-2-antonio-castagna | Liquidity Risk Management (Part 2) by Antonio Castagna |
/content/bank-alco-governance-and-process-best-practice-moor... | Bank ALCO Governance and Process Best-Practice by Moorad Choudhry |
/content/bank-internal-funds-transfer-pricing-and-asset-liab... | Bank Internal Funds Transfer Pricing and Asset-Liability Management by Moorad Choudhry |
/content/bank-liquidity-risk-management-moorad-choudhry | Bank Liquidity Risk Management by Moorad Choudhry |
/content/bank-strategic-asset-liability-management-moorad-ch... | Bank Strategic Asset-Liability Management by Moorad Choudhry |
/content/fintech | Fintech |
/content/bitcoin-distributed-public-ledger-revolution-and-fu... | Bitcoin: the Distributed Public Ledger Revolution and the Future of Money by Ferdinando M. Ametrano |
/content/quantech-conference-videos | QuanTech Conference Videos |
/content/xva-counterparty-risk | XVA & Counterparty Risk |
/content/xva-master-class-massimo-morini | XVA Master Class by Massimo Morini |
/content/theory-and-practice-fva-alexander-antonov | Theory and Practice for the FVA by Alexander Antonov |
/content/counterparty-risk-and-funding-tale-two-puzzles-st%C... | Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey & Tomasz R. Bielecki |
/content/counterparty-risk-and-funding-part-1-st%C3%A9phane-... | Counterparty Risk and Funding (Part 1) by Stéphane Crépey |
/content/counterparty-risk-and-funding-part-2-st%C3%A9phane-... | Counterparty Risk and Funding (Part 2) by Stéphane Crépey |
/content/pricing-derivatives-new-framework-ois-discounting-c... | Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA by Luis Manuel García Muñoz |
/content/valuation-adjustments-pricing-and-risk-andrea-pramp... | Valuation Adjustments: Pricing and Risk by Andrea Prampolini |
/content/collateral-optimization-light-credit-risk-regulatio... | Collateral Optimization in Light of Credit Risk Regulation and Clearing by Dmitry Pugachevsky |
/content/counterparty-risk-cva-and-basel-iii-harvey-stein | Counterparty Risk, CVA and Basel III by Harvey Stein |
/content/long-term-portfolio-simulation-cva-funding-limits-a... | Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital by Alexander Sokol |
/content/inflation-modelling | Inflation Modelling |
/content/understanding-inflation-and-inflation-linked-produc... | Understanding Inflation and Inflation-Linked Products by Brice Benaben |
/content/equity-modelling | Equity Modelling |
/content/advanced-equity-derivatives-part-1-oliver-brockhaus | Advanced Equity Derivatives (Part 1) by Oliver Brockhaus |
/content/advanced-equity-derivatives-part-2-oliver-brockhaus | Advanced Equity Derivatives (Part 2) by Oliver Brockhaus |
/content/monte-carlo | Monte Carlo |
/content/monte-carlo-simulation-finance-part-1-j%C3%B6rg-kie... | Monte Carlo Simulation in Finance (Part 1) by Jörg Kienitz |
/content/monte-carlo-simulation-finance-part-2-j%C3%B6rg-kie... | Monte Carlo Simulation in Finance (Part 2) by Jörg Kienitz |
/content/contingent-convertibles | Contingent Convertibles |
/content/contingent-capital-explained-part-1-wim-schoutens | Contingent Capital Explained (Part 1) by Wim Schoutens |
/content/contingent-capital-explained-part-2-jan-de-spiegele... | Contingent Capital Explained (Part 2) by Jan De Spiegeleer |
/content/education | Events |
/content/rome-15th-quantitative-finance-conference-16th-18th... | Rome: The 15th Quantitative Finance Conference, 16th - 18th October |
/content/london-2nd-women-quantitative-finance-conference-wq... | London: The 2nd Women in Quantitative Finance Conference (WQF), Thursday 31st October 2019 |
/content/london-futurebanking-conference-monday-4th-november | London: The FutureBanking Conference: Monday 4th November |
/content/mainz-group-treasurers-exchange-5th-6th-november-20... | Mainz: Group Treasurers' Exchange, 5th & 6th November 2019 |
/content/webinar-dim-review-existing-methods-regression-deep... | Webinar: DIM, a review of existing methods: Regression, Deep Neural Networks and Chebyshev, 4th December @13.00 |
/content/london-quantum-computing-finance-conference-thursda... | London: Quantum Computing in Finance Conference, Thursday 21st November |
/content/new-york-city-3rd-machine-learning-ai-quantitative-... | New York City: The 3rd Machine Learning & AI in Quantitative Finance Conference, December 5th & 6th 2019 |
/content/london-interest-rate-reform-conference-4th-5th-marc... | London: Interest Rate Reform Conference, 4th & 5th March 2020 |
/content/certificates | Certificates |
/content/machine-learning-institute-certificate-finance-mli | The Machine Learning Institute Certificate in Finance (MLI) |
/content/mli-sample-lectures | MLI Sample Lectures |
/content/btrm-certificate-bank-treasury-risk-management-btrm | The BTRM Certificate of Bank Treasury Risk Management (BTRM) |
/content/btrm-sample-lectures | BTRM Sample Lectures |
/content/artificial-intelligence-finance-institute-aifi | The Artificial Intelligence Finance Institute (AIFI) Summer Bootcamp |
/content/annual-subscription | Subscriptions |
/qhworkshopview/36 | Equity Modelling: Advanced Equity Derivatives (Part 1) |
/qhworkshopview/20 | Interest Rate Modelling: Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) |
/qhworkshopview/21 | Interest Rate Modelling: Advanced Interest Rate Modelling (Part 2) |
/qhworkshopview/25 | Interest Rate Modelling: Advanced Interest Rate Modelling (Part 1) |
/qhworkshopview/22 | Interest Rate Modelling: ADI Schemes for Pricing Options under the Heston model |
/qhworkshopview/64 | Programming Languages: Algorithmic Differentiation (AD) for Computational Finance |
/qhworkshopview/37 | Equity Modelling: Advanced Equity Derivatives (Part 2) |
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quantshub.com/content/python-data-science-and-artificial-int... | Read more |
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