Description
Speaker: Benedikt Rudolph
Track:PyData This talk presents a Python implementation of the Longstaff-Schwartz algorithm for financial exercise option valuation. The technical problems of optimal exercise decisions and exercise option valuation are demonstrated using code examples.
Recorded at the PyConDE & PyData Berlin 2019 conference. https://pycon.de
More details at the conference page: https://de.pycon.org/program/MAPYAH Twitter: https://twitter.com/pydataberlin Twitter: https://twitter.com/pyconde