Antoine Jacquier obtained his PhD in 2010 in Mathematics from Imperial College London, where his research was focused on large deviations and asymptotic methods for stochastic volatility. Over the past 10 years, he has been working on stochastic analysis and volatility modelling, publishing about 50 papers and co-writing several books. He is also the Head of the MSc in Mathematics and Finance at Imperial College and regularly works as a quantitative consultant for the Finance industry.
Antoine Jacquier
Tytuły autora: Antoine Jacquier dostępne w księgarni Ebookpoint
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Quantum Machine Learning and Optimisation in Finance shows you how to create hybrid quantum-classical machine learning and optimisation models that can harness the power of NISQ hardware.-
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