What we're about

The Thalesians are a group of dedicated professionals with an interest in Artificial Intelligence (AI) / Machine Learning (ML), quantitative finance, economics, mathematics, physics and computer science, not necessarily in that order. We currently run events London, New York, Budapest, Frankfurt and Prague!

Please also visit our main Thalesians web page here too (http://www.thalesians.com) to learn more about us!

The Thalesians are a member of Level39 (http://www.level39.co/) - Europe's largest technology accelerator for finance, retail, cyber-security and future cities technology companies​.

We consult, train, and write software. Our offering can be found on http://ai.thalesians.com/

Our GitHub (https://github.com/thalesians/pythalesians/) page contains our open source Python financial analysis library PyThalesians.

If you are a full-time student, between jobs, or for any other reason would struggle with our Meetup dues, please let us know and we'll mark you as exempt from them!

Upcoming events (1)

Webinar: Marek Capinski: Three stories on mathematical finance

PLEASE NOTE THAT THIS WEBINAR WILL START ON WEDNESDAY, 27 OCTOBER, 2021, AT 6:30 PM ***BST (LONDON TIME)*** (1.30 PM ***EDT (NEW YORK TIME)***)

FULL TITLE: Three stories on mathematical finance

ABSTRACT

When you write a textbook you may be faced with tricky decisions and be forced to do some unexpected research, despite many sources available, the topic being classic.

The first story is about the definition of admissible strategy in Black-Scholes model. This affects the scope of the no-arbitrage principle and its fundamental consequences.

Next, the question of existence and uniqueness of the risk-neutral probability in the simplest version of the credit risk model, surprisingly turns out to be open.

The last story is not related to book writing and it is about the choice of probability space from the point of view of teaching.

BIOGRAPHY

Prof. Marek Capinski has published over 50 research papers and eleven books. His diverse interests include mathematical finance, corporate finance, and stochastic hydrodynamics. For over 35 years he has been teaching these topics, mainly in Poland and in the UK, where he has held visiting fellowships. He is currently Professor of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland, where he established a Master's programme in mathematical finance.

PUBLICATIONS

Numerous - see http://home.agh.edu.pl/~capinski/

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