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Arbitrage-Free Neural-SDE Market Models

Offered By: Fields Institute via YouTube

Tags

Quantitative Finance Courses Neural Networks Courses Stochastic Differential Equation Courses

Course Description

Overview

Explore the intricacies of arbitrage-free neural-SDE market models in this one-hour Quantitative Finance Seminar presented by Samuel Cohen from the University of Oxford. Delve into advanced concepts in financial mathematics and gain insights into the application of neural networks in stochastic differential equation modeling for market dynamics. Learn how these models can be constructed to ensure arbitrage-free conditions, a crucial aspect in financial modeling and risk management.

Syllabus

Arbitrage-free neural-SDE market models


Taught by

Fields Institute

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