Brian HugeHead of Quant at Saxo BankSpeaker
Profile
Brian Huge is working as the Head of Quant at Saxo Bank.
Before joining Saxo Bank Brian worked as a quant for 20 years in Danske Bank.
Brian has a Ph.D. in Mathematical Finance from University of Copenhagen.
In 2012 he was awarded Quant of the Year for his work on Volatility Interpolation
and Random Grids.
Agenda Sessions
Differential machine learning: nailing fast XVA and friends with ML
, 14:00View SessionLearning volatility – now with mean reversion
, 16:45View Session