Pricing Special Purpose Vehicles with Physics‑Informed Neural Networks at Nasdaq Private Market
via MATLAB Central Blogs Feeds
via MATLAB Central Blogs Feeds
Quantitative Finance
Pricing Special Purpose Vehicles with Physics‑Informed Neural Networks at Nasdaq Private Market
Summary
Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price Special Purpose Vehicles (SPVs) with embedded carried interest and uncertain exit timing.
Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price Special Purpose Vehicles (SPVs) with embedded carried interest and uncertain exit timing.