Wharton FinTech Podcast cover image

Mark Higgins, Co-Founder & Chief Analytics Officer of Beacon - A next generation platform for quants

Wharton FinTech Podcast

00:00

Beacon: Deep Hedging

Deep hedging is a new way of looking at derivatives pricing. It can be used in markets where risk neutral pricing doesn't work very well. For example, life insurance companies could use it to hedge long gated variable annuities that are contingent on people dying. And they run into the same kind of problems with credit markets.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app