Jörg Kienitz

Jörg Kienitz

Partner at Quaternion Risk Management, Owner Finciraptor
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Jörg Kienitz is partner at Quaternion Risk Management and owner of the finciraptor website (finciraptor.de). He is primarily involved in consulting on model validation, model development and model implementation. Jörg holds a Ph.D. in stochastic analysis and probability theory and has authored several papers and four books including “Monte Carlo Object Oriented Frameworks in C++” (with Daniel J. Duffy) “Financial Modelling” (with Daniel Wetterau), “Interest Rate Derivatives Explained I” and “Interest Rate Derivatives Explained II” (with Peter Caspers).

Machine Learning for Option Pricing, Calibration and Hedging

The goal of this two-day workshop is to provide a detailed overview of machine learning techniques applied for finance. We offer insights into the latest techniques for modelling financial markets and focus on option pricing and calibration.


Financial Modelling: Theory, Implementation and Practice with MATLAB Source cover image

Financial Modelling: Theory, Implementation and Practice with MATLAB Source
‎Wiley

A unique contribution to the application of quantitative techniques to financial problems and programming using Matlab.

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