Quantitative finance
Solving the enigma of the volatility smiles
Has the problem of jointly calibrating the volatility smiles of the Vix and S&P 500 been solved?
Three adjustments in calibrating models with neural networks
New research addresses fundamental issues with ANN approximation of pricing models
Quant Guide 2020: programmes tap banks for teaching talent
Unis are adding machine learning and data science courses, but need instructors to teach them
Quant Guide 2020: Princeton University
Princeton, New Jersey, US
Quant Guide 2020: Johns Hopkins University
Baltimore, Maryland, US
Quant Guide 2020: University of Illinois at Urbana-Champaign
Urbana and Champaign, Illinois, US
Quant Guide 2020: City University of Hong Kong
Hong Kong, China
Quant Guide 2020: University of Technology Sydney
Sydney, Australia
Quant Guide 2020: Chinese University of Hong Kong, Shenzhen
Shenzhen, China
Quant Guide 2020: Technical University of Munich
Munich, Germany
Quant Guide 2020: Hong Kong University of Science and Technology
Hong Kong, China
Quant Guide 2020: Monash University
Melbourne, Australia
Quant Guide 2020: Erasmus University Rotterdam
Rotterdam, Netherlands
Quant Guide 2020: University of Florence
Florence, Italy
Quant Guide 2020: University of Bologna
Bologna, Italy
Quant Guide 2020: University of St Gallen
St Gallen, Switzerland
Quant Guide 2020: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2020: EPFL
Lausanne, Switzerland
Quant Guide 2020: University of Warwick
Coventry, UK