Lukas Smetana was Manager in the Practice Group Data Management & Digital Transformation at zeb. In this role, he was managing projects with a focus on IT consulting.
Derivative pricing and risk management with neural networks
02/11/2022
Currently, the main models used for derivative pricing are based on arithmetical models. Their weakness, however, is their performance. Derivative valuation using machine learning may be the future in several areas of financial institutions.
