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FX , Commodities and Trading Innovations agenda

We've got a whole stream of content focused on FX, Commodities and Trading on Thursday 5 November. Key topics under discussion include:


  • Modeling energy forward curves in the framework of the reproducing kernel hilbert spaces
  • One step forwards, one step back: finite difference algebras and perfect discretization
  • Deep learning hidden correlations in the FX market with jumps
  • Opportunities in FI/FX hedging with the cross currency basis
  • A lognormal type stochastic volatility model with quadratic drift
  • Exploring neural networks for pricing and calibration of stochastic volatility and term structure models
  • Modelling forward rates of commodities and the interaction between them