Deep ALM : how to use machine learning to manage IRRBB

[lead]  «Deep ALM : how to use machine learning to manage IRRBB»  [/lead] Pour échanger sur ce sujet, nous avons eu l’honneur de recevoir : Thomas KRABICHLER, Professor of Mathematical Finance at OST – Eastern Switzerland University of Applied Sciences in St. Gallen (CH) Télécharger les slides