Andrey ItkinDirector, Senior Quant Research Associate at Bank Of America Merrill Lynch
Profile
Dr. Andrey Itkin is an Adjunct Professor at NYU, Department of Risk and Financial Engineering and Director, Senior Research Associate at Bank of America. He received his PhD in physics of liquids, gases and plasma, and degree of Doctor of Science in computational physics. During his academic carrier he published few books and multiple papers on chemical and theoretical physics and astrophysics, and later on computational and mathematical finance. Andrey occupied various research and managerial positions in financial industry and also is a member of multiple professional associations in finance and physics.
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Agenda Sessions
Deep learning calibration of option pricing models: pitfalls and solutions
, 2:40pmView Session