CPD Events

Modelling the dynamics of the entire implied volatility surface with deep learning

04 Aug 2022

About the event

Modelling the volatility surface; Price expansion with the variance swap; The resulting implied volatility surface; Deep learning architecture; The framework; Results; Conclusion.

CPD Provider

Fitch Learning

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Fitch Learning

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. Fitch Learning is a global leader in training with experience of delivering specialised technical training at all levels to the financial community. Fitch Learning partner with clients to elevate knowledge and skills and enhance conduct. We work with 9 out of 10 of each of the largest Investment Banks, Asset Managers and Global Banks and through state-of-the-art training centres in London, New York, Hong Kong, Singapore and Dubai, and our leading distance learning portals, we train more than 20,000 delegates each year.

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