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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: Machine Learning in ALM by Sergio Cardona
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
Completing Partial Implied Vol Surfaces with Variational Autoencoders by Maxime Bergeron
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
Machine Learning Models for Interest Rates and Credit by Alexander Soko
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: Chebyshev Spectral Decomposition for Ultra-efficient Risk Calculations by Ignacio Ruiz
XVA: Efficient MVA via Dynamic SIMM Simulation by Ignacio Ruiz
XVA: MVA and Capital Efficiency: Accurate Dynamic SIMM Simulation via AAD by Justin Chan
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:
Recorded Conferences
The 17th Quantitative Finance Conference, 17th-19th November 2021
The 4th Interest Rate Reform (Ibor Transition) Conference, 19th - 21st October 2021
The 2nd ESG & Climate Risk in Quantitative Finance Conference, 5th-7th October 2021
The Quantitative Finance Conference - Spring Edition
ESG & Climate Risk in Quantitative Finance Conference
The 3rd Interest Rate Reform (Ibor Transition) Conference
The 16th Quantitative Finance Conference
The 3rd Women in Quantitative Finance Conference
The 2nd Interest Rate Reform (Ibor Transition) Conference
The 4th Women in Quantitative Finance Conference, 14th - 18th June 2021
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
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
Complimentary: The 5th Women in Quantitative Finance Hybrid Conference (WQF): London & Online 29th - 31st March 2022
The 5th Machine Learning & Quantum Computing Hybrid Conference: London & Online 5th - 7th April 2022
The 3rd ESG & Climate Risk in Quantitative Finance Hybrid Conference: London & Online 26th - 28th April 2022
Certificates
The Machine Learning Institute Certificate in Finance (MLI), Start Date: April 2022
MLI Sample Lectures
The BTRM Certificate of Bank Treasury Risk Management (BTRM), Starts 13th April 2022
BTRM Alumnus Interview - Periklis Thivaios
BTRM Information Session - Moorad Choudhry
The Artificial Intelligence Finance Institute (AIFI) Winter Bootcamp: Starts February 21st 2022
AIFI Information Session
The Quantitative Developer Certificate (QDC), Starts 27th January 2022
Information Sessions
The Quantitative Trader Certificate (QTC), Starts October 2021
Subscriptions
Inflation Modelling
Inflation Modelling
Understanding Inflation and Inflation-Linked Products by Brice Benaben
