Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil

dc.contributorEscolas::EMAp
dc.contributorDemais unidades::RPCA
dc.creatorFundação Getulio Vargas. Escola de Matemática Aplicada
dc.date.accessioned2020-06-09T13:58:27Z
dc.date.accessioned2022-11-03T20:24:47Z
dc.date.available2020-06-09T13:58:27Z
dc.date.available2022-11-03T20:24:47Z
dc.date.created2020-06-09T13:58:27Z
dc.date.issued2018
dc.identifierhttps://hdl.handle.net/10438/29271
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5037888
dc.description.abstractThe research pursued by the four teams included projects on (a) Solving Challenging PDEs in Finance and Economics using Deep Learning, (b) (Machine) Learning the Greeks, (c) The LIBOR Forward Market Model and Emerging Market Swaption Implied Volatility Term Structures, and on (d) Machine Learning and Stochastic Control in Algorithmic Trading. Each team of students wrote a report on their findings. The four reports constitute this volume, which will be available to future FMTC participants. It may also be of use and inspiration to Masters and PhD students in Financial and Insurance Mathematics.
dc.languageeng
dc.subjectFinancial mathematics
dc.titleFinancial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
dc.typeTechnical Report


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