Videos & TutorialsSee it with your own eyes
- Fundamentals of approximation theory
- The power of the Chebyshev techniques; the maths behind them
- How our software library works
- Applications of the Chebyshev framework to enhance risk calculations
Practical applications of our technology
Our software library
Chebyshev provides the tools for an accurate and ultra-fast stochastic simulation of dynamic sensitivities and Initial Margin. Find out how in this video
CVA and IMM for exotics and large portfolios
In this talk we present results obtained within the systems of a tier-1 bank for a capital calculation within FRTB IMA, using Chebyshev tensors to massively accelerate and economise the calculation while retaining a high level of accuracy required by the regulation.
This video is similar to the one titled “Machine Learning + Chebyshev for Risk calculations”, but making more emphasis on the IMA-FRTB results at at a Tier-1 bank.
We describe how to use Chebyshev Tensors in combination with Machine Learning techniques to compute risk calculations efficiently.
This video is similar to the one titled “Computational Challenge of IMA FRTB”, but making more emphasis on the Machine Learning part of the algorithms.
Maths and Methods – fundamentals
Maths and Methods – more advanced stuff