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Hedging & Liquidity Need From Margining in the Energy Markets
Company Valuation Using Machine Learning Techniques
(Crypto) Currencies - Risk Profiling and Pricing of a European Style Double-Knock-Out Barrier Option on Bitcoin
Building a Price Impact Model for Securities Transactions Using Deep Learning and Agent Based Modelling
Processing of Yield Curve Time Series for a 3-Factor Interest Rate Model
Forecasting Financial Market Data Using Deep Learning
Cash Flow Forecasting Using Machine Learning
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About

This site gives an overview on the capabilities of my financial laboratory and on my hands-on professional experience over the past 20+ years in trading, issuance and financial engineering.