54 Fitzwilliam Square North
Dublin, D02X308
Ireland
Quaternion Risk Management
Machine learning, Neural networks, Computational Finance, Term Structure Models, Control Variates, Option Pricing, Hull-White model, Trolle-Schwartz Model
machine learning, neural networks, control variates, Bermudan swaption, SABR, free SABR, Heston
neural networks, model validation, SR 11-7, derivatives, risk management, pricing
