Lecture Notes Learning to Trade I: Statistical Hedging

43 Pages Posted: 18 Jul 2022

See all articles by Hans Buehler

Hans Buehler

JP Morgan

Blanka Horvath

ETH Zürich - Department of Mathematics

Date Written: June 30, 2022

Abstract

Lecture Notes Learning to Trade I: Statistical Hedging

Keywords: Machine Learning, Hedging, Statistical Hedging

Suggested Citation

Buehler, Hans and Horvath, Blanka, Lecture Notes Learning to Trade I: Statistical Hedging (June 30, 2022). Available at SSRN: https://ssrn.com/abstract=4151040 or http://dx.doi.org/10.2139/ssrn.4151040

Hans Buehler (Contact Author)

JP Morgan ( email )

4/F, 25 Bank Street
London, E14 5JP
United Kingdom

Blanka Horvath

ETH Zürich - Department of Mathematics ( email )

R¨amistrasse 101
Raemistr. 101
Z¨urich, 8092
Switzerland

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
361
Abstract Views
509
rank
116,904
PlumX Metrics