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Machine Learning for Option Pricing, Calibration and Hedging with Jörg Kienitz and Nikolai Nowaczyk - July 2-3rd, 2020 - London

Mathfinance Newsletter

Newsletter March 2020: Vanna-Volga and the Greeks
Newsletter February 2020:Upcoming training seminars and postponement MathFinance conference to 1st and 2nd September 2020
Newsletter December 2019 Vertically and Crosswise
Newsletter November 2019 Can you replicate a call option with two European digital options?
Uwe Wystup’s FX Column in Wilmott Magazine October 2019: “Reverse Knockout Pricing Case Study: Stochastic Local Volatility versus Vanna‐Volga”

Ernie Chan's Quantitative Trading Blog

The Practical Quant

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Econometrics Beat

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