Project 10: Application of Deep BSDE and Deep Galerkin PDE solvers in XVA and Derivative Valuation
Date and Time:
Thursday, August 1, 2019 - 3:15pm to 3:45pm
Location:
Fields Institute, Stewart Library
Abstract:
Presented by:
Aidan Schumann, University of Puget Sound
Jacob McErlean, Boston College
Yiyun Gu, University of Toronto
Project Supervisor:
Andrew Green, Managing Director and Lead XVA Quant, Scotiabank
