What was the purpose of Murex’s research into machine learning derivatives models? Pascal Tremoureux: The industry faces substantial challenges directly related to increasing computational demands and ...

As market volatility and regulatory scrutiny prompt firms to rethink how they value complex derivatives, J.P. Morgan’s PricingDirect team introduces a new autocallable model, informed by trading-desk ...

Derivatives have a huge impact on modern finance as the financial markets are benefited by them in several ways. Derivative contract is a financial instrument whose value is determined from the price ...

Trading in over-the-counter financial derivatives is a high-risk, high-pressure venture. SciComp, an Austin, Texas-based company, has a high-tech derivatives software solution to shorten the ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights ...

In this special guest feature, Ian Finder from Microsoft Azure writes that GPU VMs with Riskfuel’s derivatives models based on artificial intelligence are much faster than previous methods.