Mitchell Pound
I am a student at Utah State University studying Mathematics, Economics, and Finance and plan to pursue a PhD in computational economics. I am passionate about mathematics and how it intersects with the complex dynamic systems that emerge from financial markets.
Session
07-28
10:30
30min
Bruno.jl - Financial derivative asset pricing and modeling
Mitchell Pound, Spencer Clemens
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.
Finance and Economics
32-124