Web Analytics

Jump to navigation

Quants Hub
  • Register
  • Login
  • Cart(0)
  • Twitter
  • LinkedIn
  • Home
    • FAQ
    • Browsers & Tablets
    • CPD Certification Service
    • GDPR
    • Hub Rules
  • Webinars
    • AIFI Information Session: The Artificial Intelligence Finance Institute (AIFI)
    • AAD: Retrofitting AAD to Your Existing C++ Library Using Tape Compression by Alexander Sokol
    • BTRM Information Session (Recording) by Chris Westcott: Head of BTRM Faculty
    • BTRM Information Session (Recording) by Moorad Choudhry: BTRM Designer and Founder
    • BTRM Webinar: ALM: A Practical Approach by Jose Padilla & Olmo Vazquez
    • BTRM Webinar: Capital and Liquidity Regulatory Update by Jonathan Farnan
    • BTRM Webinar: Intra-day Liquidity Risk by Christopher Westcott
    • BTRM Webinar: Managing ALM and NIM preservation during a period of ultra-low interest rates
    • BTRM Webinar: Navigating Bank Treasury and ALM Practice Through the Covid-19 Stress Event by Moorad Choudhry
    • Chebyshev Tensors and Machine Learning in DIM Calculations by Mariano Zeron
    • Computational Challenge of IMA FRTB. Solutions via Chebyshev Tensors, Wednesday, 2 October 2019
    • Deep Neural Net Applications in the Capital Markets by Ryan Ferguson
    • Distributed Ledgers for Financial Markets by Massimo Morini
    • ​​​​From Statistics to Machine Learning by Ivan Zhdankin (MLI)
    • Interest rates: Mixing The SABR For Negative Rates: Analytical Arbitrage-Free Solution by Dr. Alexander Antonov
    • MLI Applications Of Reinforcement Learning In Finance by Ivan Zhdankin
    • MLI Information Sessions: Machine Learning Institute Certificate in Finance (MLI)
    • MoCaX Intelligence Tutorial Library
    • Neural Networks Applied to Pricing and Calibration of New Stochastic Volatility Models by Jörg Kienitz
    • Neural Networks with Asymptotics Control by Alexandre Antonov
    • Python For Finance by Saeed Amen
    • The Oracle BTRM Conference: London, 20th March 2019
    • The Evolution of Enterprise Model Risk Management by Jos Gheerardyn
    • XVA: MVA and Capital Efficiency: Accurate Dynamic SIMM Simulation via AAD by Justin Chan
    • XVA: Chebyshev Spectral Decomposition for Ultra-efficient Risk Calculations by Ignacio Ruiz
    • XVA: Efficient MVA via Dynamic SIMM Simulation by Ignacio Ruiz
    • XVA: Need for Speed: Technology Challenges for OTC Derivatives by Andrew Green
    • XVA: Need for Speed: Technology Solutions for OTC Derivatives by Ignacio Ruiz
    • XVA: Rethinking Margin Period of Risk by Alexander Sokol
    • XVA: The Black Art of FVA by Claudio Albanese
  • Learning Tracks
    • Full Online Learning listings: 
    • Ibor Transition
      • Recorded: Interest Rate Reform Conference
    • Data Science for Finance: Algorithmic Trading
      • Data Science for Finance: Quantitative Trading Strategies by Nick Firoozye
      • Data Science for Finance: Algorithmic Trading Strategies by Nick Firoozye
      • Natural Language Processing in Trading by Terry Benzschawel
    • Programming Languages
      • Python for Data Science and Artificial Intelligence by Paul Bilokon
      • A Look at QuantLib Usage and Development by Luigi Ballabio
      • Python for Finance by Yves J. Hilpisch
      • Advanced C++ Design and Implementation in Quantitative Finance by Nick Webber
      • F# and Functional Programming in Finance by Tomas Petricek
      • Matlab – An Introduction for Financial Applications with Jörg Kienitz
      • Mathematica / UnRisk by Michael Aichinger
      • R in Finance by Joris Meys
      • Algorithmic Differentiation (AD) for Computational Finance: Introduction by Uwe Naumann
      • Big Data, High-Frequency Data, and Machine Learning with kdb+/q - Two Day Workshop
    • Fundamental Review of the Trading Book
      • Fundamental Review of the Trading Book by Christian Schmaltz
    • Interest Rate Modelling
      • Advanced Interest Rate Modelling (Part 1) by Pat Hagan
      • Advanced Interest Rate Modelling (Part 2) by Pat Hagan
      • Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti
      • Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) by Massimo Morini
      • ADI Schemes for Pricing Options under the Heston model by Karel in't Hout
      • Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models by Roger Lord
    • Risk Management
      • Theory and Practice for the Simulation of Credit Risk by Norddine Bennani
      • Liquidity Risk Management (Part 1) by Antonio Castagna & Francesco Fede
      • Liquidity Risk Management (Part 2) by Antonio Castagna
      • Bank ALCO Governance and Process Best-Practice by Moorad Choudhry
      • Bank Internal Funds Transfer Pricing and Asset-Liability Management by Moorad Choudhry
      • Bank Liquidity Risk Management by Moorad Choudhry
      • Bank Strategic Asset-Liability Management by Moorad Choudhry
      • Managing Bank Treasury and ALM during the Coronavirus Stress Impact by Professor Moorad Choudhry
    • Fintech
      • Bitcoin: the Distributed Public Ledger Revolution and the Future of Money by Ferdinando M. Ametrano
      • QuanTech Conference Videos
    • XVA & Counterparty Risk
      • XVA Master Class by Massimo Morini
      • Theory and Practice for the FVA by Alexander Antonov
      • Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey & Tomasz R. Bielecki
      • Counterparty Risk and Funding (Part 1) by Stéphane Crépey
      • Counterparty Risk and Funding (Part 2) by Stéphane Crépey
      • Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA by Luis Manuel García Muñoz
      • Valuation Adjustments: Pricing and Risk by Andrea Prampolini
      • Collateral Optimization in Light of Credit Risk Regulation and Clearing by Dmitry Pugachevsky
      • Counterparty Risk, CVA and Basel III by Harvey Stein
      • Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital by Alexander Sokol
    • Inflation Modelling
      • Understanding Inflation and Inflation-Linked Products by Brice Benaben
    • Equity Modelling
      • Advanced Equity Derivatives (Part 1) by Oliver Brockhaus
      • Advanced Equity Derivatives (Part 2) by Oliver Brockhaus
    • Monte Carlo
      • Monte Carlo Simulation in Finance (Part 1) by Jörg Kienitz
      • Monte Carlo Simulation in Finance (Part 2) by Jörg Kienitz
    • Contingent Convertibles
      • Contingent Capital Explained (Part 1) by Wim Schoutens
      • Contingent Capital Explained (Part 2) by Jan De Spiegeleer
  • Events
    • Global In House Training: The World of LIBOR Transition
    • Free Online: The 3rd Women in Quantitative Finance Conference (WQF) 2nd - 6th November
    • Free Online: The 16th Quantitative Finance Conference (QFC), 16th - 20th November
  • Certificates
    • The Machine Learning Institute Certificate in Finance (MLI), Start Date: Tuesday 20th April 2021
      • MLI Sample Lectures
    • The BTRM Certificate of Bank Treasury Risk Management (BTRM), Starts 14th April 2021
      • BTRM Alumnus Interview - Periklis Thivaios
      • BTRM Information Session - Moorad Choudhry
    • The Artificial Intelligence Finance Institute (AIFI) Summer Bootcamp, Starts 1st February 2021
      • AIFI Information Session
    • The Quantitative Developer Certificate (QDC), Starts 28th January 2021
      • Information Sessions
  • Subscriptions

Inflation Modelling

Inflation Modelling
  • Understanding Inflation and Inflation-Linked Products by Brice Benaben
  • About us
  • Contact us
  • Privacy Policy
  • Terms and Conditions

World Business Strategies Limited © 2020