Neural networks vs. real-time OTC derivative pricing

Azure GPUs with Riskfuel’s technology offer 20 million times faster valuation of derivatives

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Banks and financial institutions spend tens of millions of dollars annually calculating the values of their OTC derivatives portfolios—often in large, nightly batches. However, using conventional algorithms, real-time pricing, and risk management remains out of reach.

The hope is that neural networks can make it possible.

Dive into this blog post to learn about a pioneering effort to utilize deep neural networks to learn complex pricing functions that are used to value OTC derivatives.

Vendor:
Microsoft
Posted:
26 Aug 2020
Published:
26 Aug 2020
Format:
HTML
Type:
Resource
Language:
English
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