Evgeny LakshtanovTraded Risk Model Validation Validator at Standard CharteredSpeaker
Profile
Evgeny spent many years in academia working on mathematical research and Electric Impedance Tomography. In 2018 Evgeny joined Dmitry Goloubentsev to co-found Matlogica where he focused on AAD and a new paradigm for programming and parallel computations. In 2022 he left academia to work on Traded Risk Model Validation at Standard Chartered Bank.
Agenda Sessions
Chair's welcome remarks
, 13:30View SessionUnbiased Monte Carlo Greeks for discontinuous payoffs — No smoothing required
, 13:35View SessionChair's closing remarks
, 15:20View Session
