Posts by: Gianluca Molteni
Gianluca Molteni is a Senior Quantitative Analyst at LIST with six years of experience in financial engineering and artificial intelligence. He specializes in developing and integrating financial models, and actively participates in data science projects. Proficient in C++ and Python, he focuses on leveraging innovative solutions to enhance the company's offerings.
DeepMargin: approximating the SPAN 2 algorithm using neural networks
Gianluca Molteni | September 12, 2024 An exchange is a regulated market where individuals and companies…
Using a local volatility model for the evaluation of TARF FX options
We wrote last week that Target Redemption Forwards (or TARFs)…
Handling the complexities of TARF FX options
Target Redemption Forward (TARF) contracts are complex financial instruments used…