Broadgate Quarter
One Snowden Street
London , EC2A 2DQ
United Kingdom
AcadiaSoft
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Initial Margin, BCBS-IOSCO, SIMM, MVA, XVA, CCP
Gaussian process regression, control variates, kernel density estimation, Monte Carlo, regression, exposure, hedging, machine learning
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
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
machine learning, neural networks, control variates, Bermudan swaption, SABR, free SABR, Heston
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
neural networks, model validation, SR 11-7, derivatives, risk management, pricing
Central Clearing, Systemic Risk, Financial Regulation, Graph Model, Simulation, Data Science, Credit Risk
