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Reviving the lost art of perturbation for exotic pricing

Natixis quants find novel way to speed up volatility smile modelling ....

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Banks adopt Python for faster XVA data analysis and pricing

Some banks claim the coding language permits XVA pricing in milliseconds ....

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Podcast: Huge and Savine on turbo-charging derivatives pricing

Podcast: Huge and Savine on turbo-charging derivatives pricing
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