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VERSION:2.0
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CALSCALE:GREGORIAN
BEGIN:VEVENT
LOCATION:Online
DESCRIPTION:The report examines the inverse problem of finance\, which consists of constructing (calibrating) a volatility function using available financial data. An analytical approach to solving the problem is the Dupire formula\, which allows to construct a volatility function for given option prices. 
DTSTART:20231102T190000Z
DTEND:20231102T200000Z
SUMMARY:Seminar “Nonpotential dynamical systems and neural network technologies”
URL;VALUE=URI:/media/events/seminar-nonpotential-dynamical-systems-and-neural-network-technologies-1/
DTSTAMP:20250428T114116Z
UID:680f3f2ca4d87
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