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