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Data and Code for R Tutorial on Machine Learning: How to Visualize Option-like Hedge Fund Returns for Risk Analysis

17 January 2019 Editor Comments Off on Data and Code for R Tutorial on Machine Learning: How to Visualize Option-like Hedge Fund Returns for Risk Analysis

You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]

Editor's Blog

CCR KVA Relief Through CVA, Homotopy Analysis for SABR and XVA, R for ML: Self Organising Maps for Risk Analysis

7 January 2019 Editor Comments Off on CCR KVA Relief Through CVA, Homotopy Analysis for SABR and XVA, R for ML: Self Organising Maps for Risk Analysis

In ‘CCR KVA Relief through CVA: a Regression-based Monte Carlo Approach’, published in the January 2019 issue of Wilmott Magazine,  Christoph M. Puetter, Stefano Renzitti, Allan Cowan present and examine, by example of a USD […]