Applications of PDEs in buy side quants?
Does any one know how useful PDEs are to quant researchers at hedge funds or quant researchers at market makers? On the sell side, I think many quants use Black-Scholes and its derivatives so it must be useful but I'm curious about buy side applications too.
For context, I'm joining a hedge fund next summer as a QR intern. For the spring semester, my department is offering a class on data driven modeling (so something like this UWashington's Steve Brunton's course of data driven modeling -- applying ML to PDEs in things like fluid systems, etc). The topic seems interesting but I wonder how useful something like this is in practice.
Eveniet laudantium impedit consequatur facilis vitae corporis laboriosam. Beatae maxime numquam quas natus deserunt in. Aperiam in earum repudiandae fugiat veritatis. Dolores laboriosam voluptates voluptatem modi unde qui.
Omnis quos aperiam minima exercitationem dolor aperiam. Veniam unde non amet quibusdam. Natus id provident est. Culpa est non in mollitia eaque adipisci. Quisquam architecto nisi recusandae sed maxime. Rerum velit consequatur voluptatum doloribus.
Dolores est quia quasi velit. Id est dignissimos error omnis non ab sit. Est consequatur quae eaque sapiente non eum. Et beatae repellat et placeat velit odio et. Animi ad autem hic amet reiciendis doloribus atque.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...