BUEHLER

My primary focus until 2022 was the use of modern quant finance, data-driven, and AI methods for financial applications in markets with a strong focus on reinforcement learning for execution, market making, derivatives risk management and pricing/quoting to drive client business. The use of big data and cloud compute technology allows pushing forward the barrier from analytics, automation to optimization accross the Equities and markets businesses... Here is my view on record: Deep Hedging and where we are. Brief summary of all our papers on this area on http://deep-hedging... The fourth book of the Deutsche Bank GME Quantitative Products Analytics team (formerly Global Quantitiative Research) covers a wide range equity modelling issues in general - such as dividend handling, variance swaps, local volatility, CPPIs - and hybrid risk from rates and credit markets.