Spencer Clemens

Graduated from USU with a bachelors in Computer Science in May of 2022.

Talks:

14:30 UTC

Bruno.jl - Financial derivative asset pricing and modeling

07/28/2023, 2:30 PM3:00 PM UTC
32-124

The Bruno.jl package allows for pricing financial derivative assets under different theoretical models over varying time frames. This enables technical traders to formulate and test trading strategies within the package based on the derivatives themselves, rather than relying solely on the underlying assets. Using multiple dispatch, the simulating environment is left generic allowing for a wide range of uses from finance practitioners to academics.

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