User Portlet
Featured Contributor
Igor Hlivka
MThree Consulting
LOCATION: London, UK
WEBSITE: https://www.mthreeconsulting.com
BLOG: Not indicated
INTERESTS IN JOBS & NETWORKING: Not indicated
ABOUT ME:
STAFF PICKS:
- Fast curve building with linear solving method
- Why futures and forwards differ?
- Consistent foreign exchange options
- Interest rates derivatives in multi-curves framework
- Construction of multi-variate Brownian Bridge Process
- Incremental Risk Charge (IRC) under alternative distributional models
- Predictive Analytics in Finance
- Building volatility objects data science approach
- Inflation forecasting with SARIMA model
- Consistent correlation matrices and their use in stochastic modelling
- Clustering techniques for a large multi-asset portfolio
- Alternative framework for stress testing routines - Value at Risk focus
- Machine Learning in Finance with Classification approach
- Seasonality indexation with the Wolfram Language