Andreas Hirz was a Manager in the Practice Group Regional Banks – Finance & Risk. In this role, he was managing projects with a focus on Cooperative, Raiffeisen and cantonal banks and building societies in the DACH region.
Derivative pricing and risk management with neural networks
02/11/2022
Currently, the main models used for derivative pricing are based on arithmetical models. Their weakness, however, is their performance. Derivative valuation using machine learning may be the future in several areas of financial institutions.
