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Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting

November 8, 2018 @ 6:00 pm - 7:30 pm UTC+0

You are invited to attend a lecture titled:
Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting
Speaker: Dilip Madan, Professor of Mathematical Finance, Robert H. Smith School of Business

Thursday, November 8th, 6pm
5 Metrotech Center, Room LC400, Brooklyn, NY 11201

Light refreshments will be served.

Details

Date:
November 8, 2018
Time:
6:00 pm - 7:30 pm UTC+0

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Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.