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Join Acadia’s CEO Chris Walsh, Co-Head of Quantitative Services Roland Lichters, and Partner Scott Sobolewski as they sit down to dig deeper into the importance of open-source technology in derivatives pricing and risk analysis. They explore the value of investing in and utilizing open-source code and discuss some use cases for Open-Source Risk Engine (ORE) such as derivatives valuation, model validation and computing XVAs. Discover how Acadia has used ORE for some of its risk services. We also bust some myths and misconceptions around releasing intellectual property as open-source helping to create transparency and community. Hear their perspectives on how ORE compares to proprietary in-house solutions and how they envision the future of open-source risk.
Recorded and produced by Lansons
www.Lansons.com
5
66 ratings
Join Acadia’s CEO Chris Walsh, Co-Head of Quantitative Services Roland Lichters, and Partner Scott Sobolewski as they sit down to dig deeper into the importance of open-source technology in derivatives pricing and risk analysis. They explore the value of investing in and utilizing open-source code and discuss some use cases for Open-Source Risk Engine (ORE) such as derivatives valuation, model validation and computing XVAs. Discover how Acadia has used ORE for some of its risk services. We also bust some myths and misconceptions around releasing intellectual property as open-source helping to create transparency and community. Hear their perspectives on how ORE compares to proprietary in-house solutions and how they envision the future of open-source risk.
Recorded and produced by Lansons
www.Lansons.com
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