Strong Tang

TD Bank

66 Welington St W

Toronto, ON M5K 1A2

Canada

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Scholarly Papers (1)

1.

Initial Margin Simulation with Deep Learning

Number of pages: 22 Posted: 26 Mar 2019
TD Bank, TD Bank, TD Bank, TD Bank and TD Bank
Downloads 216 (141,674)

Abstract:

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Initial Margin, Regulation, OTC Derivatives, SIMM, xVA, MVA, PFE, CCR, Monte-Carlo, Machine Learning, Artificial Intelligence, Neural Networks, Deep Learning