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Quaternion Risk Management
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Initial Margin, BCBS-IOSCO, SIMM, MVA, XVA, CCP
big data, graph theoretic models, data science, machine learning, Python, C , random graph generation, stochastic Linear Gauss-Markov model, Monte Carlo simulation, financial risk analytics, systemic risk, collateralizations, variation margin, initial margin, open source risk engine, financial regu
Libor Marekt Model, Adjoint Method, Affine Recursion, Bermudan Swaption, Trigger Swaps
Big Data, Graph Theoretic Models, Stochastic Linear Gauss-Markov Model, Monte Carlo Simulation, Financial Risk Analytics, Collateralizations, Variation Margin, Initial Margin, Open Source Risk Engine
Machine learning, Neural networks, Computational Finance, Term Structure Models, Control Variates, Option Pricing, Hull-White model, Trolle-Schwartz Model
Dynamic Initial Margin, Least Squares Monte Carlo, Johnson Distributions
Central Clearing, Systemic Risk, Financial Regulation, Graph Model, Simulation, Data Science, Credit Risk
machine learning, neural networks, control variates, Bermudan swaption, SABR, free SABR, Heston
