Dmitri Goloubentsev has 18 years’ experience working as a Quantitative Analyst at a variety of Canadian and UK-based investment banks. Dmitri is proficient in high- performance computing in C++ and assembler languages. In 2017, while working on risk system at Lloyds, Dmitri realised a number of technical obstacles that prevented the efficient use of risk sensitivity methods and parallel computing. Dmitri developed a new concept to address this problem and founded MatLogica to develop the commercial product. Dmitri frequently presents at related conferences and co-authored multiple whitepapers.
The authors develop and apply a formula to derive closed-form expressions in particular quantitative finance cases.