Quantitative Finance, Financial Technology and Risk Management

Hedge Fund Focus -03-07-09

Fri, 03 Jul 2009 02:43:28 -0700

Subscribe in a reader Subscribe by Email Hedge Fund Resources Hedge Fund Focus Home Service Providers Tutorials Communities Blogs Papers & Research Introductions & Guides Papers & Research People & Profiles Research Centres Hedge Fund Books: UK Hedge Fund Books: US General News | People and Funds | Launches| Hedge Fund Activism | Crime and Law Resources Focus On Financial Recruitment Financial Education Financial Publishing Financial Technology Financial Services Hedge Funds Forex Financial...

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Risk Management Twitter: Redistributing risk, rather than trying to eliminate it, is the key to strengthening the world's banks - http://bit.ly/J2oEC

Mon, 29 Jun 2009 06:16:05 -0700

Risk_Mgmt: Redistributing risk, rather than trying to eliminate it, is the key to strengthening the world's banks - http://bit.ly/J2oEC

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Risk Management Twitter: Financial Risk Management Focus at MoneyScience - http://bit.ly/uqDLP

Wed, 24 Jun 2009 03:23:23 -0700

Risk_Mgmt: Financial Risk Management Focus at MoneyScience - http://bit.ly/uqDLP

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Risk Management Twitter: The Association of Insurance & Risk Managers returned to the seaside town of Bournemouth for its 2009 conference. http://bit.ly/13ireE

Wed, 24 Jun 2009 03:09:03 -0700

Risk_Mgmt: The Association of Insurance & Risk Managers returned to the seaside town of Bournemouth for its 2009 conference. http://bit.ly/13ireE

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MathFinance Seminar on Foreign Exchange Exotic Options

Tue, 23 Jun 2009 07:12:36 -0700

Location: Lisbon, Portugal. Date:2009-07-14 00:00:00. This practical two-day course covers the pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products. Presented by Prof. Dr. Uwe Wystup. THE COURSE FX exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury...

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The Financial News Veterans of Finance List

Tue, 23 Jun 2009 06:07:59 -0700

JP Morgan Cazenove's chairman David Mayhew said it was the introduction of the smoking ban in the UK. Deutsche Bank's Josef Ackermann points to his time in a Düsseldorf courtroom. And Baring Asset Management strategist Andrew Cole's believes it was the Mexican peso crisis of 1994. These were just some of the responses Financial News received from ‘veterans of finance’ – senior executives with more than 30 years’ experience in the European securities industry –...

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The 7 Habits of Highly Suspicious Funds

Mon, 22 Jun 2009 09:02:10 -0700

You've heard this story before: A trader at a bank is knocking the cover off the ball. His success garners political power within the bank. He creates a fiefdom that insulates him from the rest of the firm; his trading group explodes in size. He lives a conspicuous, extravagant lifestyle. His ego alienates the management and intimidates the support staff. Then the trader hits a rough patch. He uses all the tricks in the book to keep his poor results under raps while he tries to find a way to...

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The models behind the financial crisis

Mon, 22 Jun 2009 01:52:18 -0700

FP Comment's 11th Annual Junk Science Week begins with the announcement of the creation of our first annual Rubber Duck Awards for achievement in the field of junk science. There's more to junk science than chemical scares and the weather. A form of junk science certainly played a major role in causing the current financial crisis. In the opening piece in this year's Junk Science Week coverage, Roger Pielke Jr., of the University of Colorado, lays out how the supposedly sophisticated use of...

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Risk Management Twitter: 'Risk' Dominates Canada Cup of Investment Management Conference - http://tinyurl.com/lnjc5q

Fri, 19 Jun 2009 03:35:14 -0700

Risk_Mgmt: 'Risk' Dominates Canada Cup of Investment Management Conference - http://tinyurl.com/lnjc5q

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Why Michael Moore may jump the shark with his upcoming movie

Thu, 18 Jun 2009 08:38:54 -0700

Ref Wikipedia: Jump the Shark So Michael Moore has decided to take on the biggest issue of his career: the implosion of the world financial system. Come October, millions of us will shell out 12 bucks to be illuminated (in about 90 minutes) by the populist guru's take on the economic meltdown. The film does not yet have a title, but at the recent Cannes film festival, Moore offered a glimpse at the plot: "The wealthy," explained history's most successful nonfiction filmmaker, "at some point...

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Advances in Machine Learning for Computational Finance

Thu, 18 Jun 2009 07:55:54 -0700

Location: London, UK. Date:2009-07-20 00:00:00. During recent years, the use of intelligent systems in the financial and economic industries have increased substantially, providing a new perspective to the agenda of finance and economics by their ability to handle large amounts of financial data and simulate complex models. This field of research is known as computational finance. The most common applications of computational finance are within the area of investment banking and financial risk...

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Volatility and Correlation

Mon, 15 Jun 2009 09:16:30 -0700

Location: Geneva, Switzerland. Date:2009-11-09 00:00:00. Professor Tim Bollerslev The past year has seen some unprecedented changes in day-to-day asset prices within and across most financial markets, clearly highlighting the need for accurate and reliable volatility and correlation measurement, modeling, and forecasting procedures. This course surveys the most prominent volatility and correlation techniques developed over the past two decades, along with their many practical uses ranging from...

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Credit Risk and Credit Derivatives

Mon, 15 Jun 2009 09:14:09 -0700

Location: Geneva, Switzerland. Date:2009-10-19 00:00:00. Professor Michel Crouhy Credit risk has become the new frontier in investments and risk management. The subprime credit crisis of 2007 and its contagion to other credit markets has revealed major weaknesses in credit risk management, credit risk measurement, and the pricing and hedging of credit derivatives. This course builds on the lessons from this crisis and will present to the participants best practice techniques in managing,...

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Modern Equity Portfolio Management

Mon, 15 Jun 2009 09:12:45 -0700

Location: Geneva, Switzerland. Date:2009-09-28 00:00:00. Professor François-Serge Lhabitant The course focuses on fundamental quantitative concepts in equity portfolio management. Participants will gain a clearer and more extensive understanding of how to determine the investment style of both long only and long/short equity portfolios. Participants will also learn how to analyze the performance of a given equity portfolio, and how to implement and what to expect from dynamic portfolio...

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Alternative Investments and Hedge Funds

Mon, 15 Jun 2009 09:10:48 -0700

Location: Geneva, Switzerland. Date:2009-09-21 00:00:00. Professor Thomas Schneeweis and Mr. Giovanni Beliossi The course will present both academic/professional research as well as operational overviews on the use of alternative investments including hedge funds, managed futures, commodities, private equity, real estate and hybrid funds as stand alone investments as well as investments in a portfolio management setting. Advanced topics such as identifying and using hedge fund...

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Modern Fixed Income - Portfolio and Risk Management

Mon, 15 Jun 2009 09:09:26 -0700

Location: Geneva, Switzerland. Date:2009-09-14 00:00:00. Professor Stephen Schaefer This course aims to provide participants with the tools they need to evaluate fixed-income instruments and portfolios in a rigorous and consistent manner. The course includes a short review of the basics of yield curve analysis – so that the necessary prior knowledge is minimal – and moves on to more advanced issues in risk management, including, multi-factor duration analysis and valuing...

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Global Asset Allocation and Risk Budgeting

Mon, 15 Jun 2009 09:03:55 -0700

Location: Geneva, Switzerland. Date:2009-09-07 00:00:00. Professor Philippe Jorion This five-day course provides an overview of state-of-the-art, disciplined approaches to global asset allocation and risk budgeting. It examines the process of global asset allocation with particular emphasis on the management of risk. It shows how to optimally use risk budgeting as a portfolio construction tool. The course assumes a general knowledge of portfolio optimization and matrix algebra. Each day ends...

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Integrated Risk Management

Mon, 15 Jun 2009 09:01:54 -0700

Location: Geneva, Switzerland. Date:2009-08-31 00:00:00. Professor René M. Stulz To provide participants with in-depth knowledge of risk identification, measurement and management techniques to implement an integrated risk management strategy. The course includes extensive real-world examples, case discussions and computer exercises where the participants will have the opportunity to work in groups. Throughout the week students work on case studies that require them to measure market,...

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CERAM

Mon, 15 Jun 2009 04:54:56 -0700

Sophia Antipolis, FR - Created in 1963, CERAM is a French "Grande Ecole" - part of a higher education system designed centuries ago to educate the country's future professional elite. Consequently, CERAM has strong links with companies, and teaching methods are grounded in case studies and constant exchange with the world of business. CERAM's location around the world - in Sophia Antipolis, Paris and Suzhou reinforce the business and industry links - Sophia Antipolis is a high technology and...

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Regulating Bankers' Pay

Mon, 15 Jun 2009 01:28:14 -0700

Lucian A. Bebchuk Harvard University - Harvard Law School; National Bureau of Economic Research (NBER); European Corporate Governance Institute (ECGI) Holger Spamann Harvard University - Harvard Law School Abstract This paper contributes to understanding the role of executive compensation as a possible cause of the current financial crisis, to assessing current legislative and regulatory attempts to discourage bank executives from taking excessive risks, and to identifying how bankers'...

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There is a journalism training crisis behind the financial reporting crisis

Fri, 12 Jun 2009 08:34:05 -0700

A lack of specialist financial training led to bad reporting of the economic crisis, claims Matthew Fraser, research fellow at the INSEAD business school and adjunct professor at the American University of Paris. Fraser, who earlier in his career was editor-in-chief of Canadian daily newspaper, National Post, told delegates at the Journalism in Crisis conference at the University of Westminster last week that he believed the way journalists in the US and the UK were trained had led to...

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SSRN - Papers in Derivatives - May 2009

Fri, 12 Jun 2009 08:02:14 -0700

More from the SSRN Derivatives eLibrary Analytical Pricing of Double-Barrier Options under a Double-Exponential Jump Diffusion Process: Applications of Laplace Transform International Journal of Theoretical and Applied Finance, Vol. 7, No. 2, pp. 151-175, 2004 Artur Sepp Analytical Valuation of Lookback and Russian Options in a Double-Exponential Jump-Diffusion Model Artur Sepp Merrill Lynch & Co. Extended CreditGrades Model with Stochastic Volatility and Jumps Wilmott Magazine,...

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Risk Management Twitter: Technologists with a broad understanding of risk, and how to integrate systems, are hot property right now. http://tinyurl.com/lq4c7s

Fri, 12 Jun 2009 06:26:05 -0700

Risk_Mgmt: Technologists with a broad understanding of risk, and how to integrate systems, are hot property right now. http://tinyurl.com/lq4c7s

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Warning - Big Financial Firms May Be Riskier Than They Appear

Fri, 12 Jun 2009 05:45:47 -0700

Large financial institutions have failed with much higher frequency than is generally perceived, says Andrew Kuritzkes, a partner at Oliver Wyman and head of the management consulting firm's public policy practice in North America. "What is surprising is that we're surprised by how often large banks fail," Kuritzkes says. His research shows the actual failure rate is an order of magnitude higher than the default rates implied by credit ratings. What's more, such failures are unavoidable over...

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ESCP Europe Business School

Thu, 11 Jun 2009 06:31:57 -0700

London, GB - As one of the world's oldest business schools - it was founded in 1819 - ESCP Europe Business School draws from a solid legacy of sound management principles and practices. With multiple European campuses in London, Paris, Berlin, Madrid, and Turin, our unique structure and 60 international partners makes us a pioneer in cross-border and multicultural learning. Our History of Excellence Ranked by the Financial Times in the following categories in 2008: 6th in the rankings of Top...

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Peter L. Bernstein, author of 'Against the Gods' died age 90, June 5th, 2009

Thu, 11 Jun 2009 06:16:04 -0700

"In Wall Street’s herd of narrow and twitchy minds, he is patient wisdom personified... Over the vast sweep of his long career, he has probably learned more about more aspects of investing than anyone else alive." - Money magazine in 2004. "We went from naive and haphazard stock-picking to looking at the whole portfolio in the context of how capital markets operate... Peter Bernstein's contribution was as an interpreter and communicator, and he certainly did popularize academic finance."...

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Lost Robustness - financial markets and the theory of complex systems

Wed, 10 Jun 2009 06:46:27 -0700

The current financial crisis is the expression of a systemic change that has occurred in the global economy slowly but profoundly during the last few decades. Our thesis results from an analysis of the financial world from the perspective of the theory of complex systems, which describes common features of social, traffic, economic and ecological systems. The key question guiding our analysis is: what properties make the financial system robust, and therefore stable? Is the present financial...

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Tools to draw your own conclusions - Morgan Stanley Matrix

Wed, 10 Jun 2009 02:43:42 -0700

Morgan Stanley has launched Morgan Stanley Matrix, a new trading Web application for institutional clients that allows rich, real-time collaboration through chat, video, sharing of trade ideas and charts, and execution and trade allocation. A team of 30 Flex developers, including contractors provided by Adobe Consulting, have been working on the application for the past year. It was built using Adobe's Flash Platform technologies, including the Flex framework. This technology, along with...

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Risk Management Twitter: Help MoneyScience take a demographic snapshot of our followers and users - http://tinyurl.com/l6thn2

Tue, 09 Jun 2009 09:38:27 -0700

Risk_Mgmt: Help MoneyScience take a demographic snapshot of our followers and users - http://tinyurl.com/l6thn2

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Risk Management Twitter: Riccardo Rebonato on Risk Management and the Crisis - http://tinyurl.com/m5ctyt

Tue, 09 Jun 2009 07:30:36 -0700

Risk_Mgmt: Riccardo Rebonato on Risk Management and the Crisis - http://tinyurl.com/m5ctyt

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Risk Management Twitter: To get everything you can subscribe to The Complete MoneyScience RSS Feed. http://tinyurl.com/lo8cs5

Tue, 09 Jun 2009 05:59:58 -0700

Risk_Mgmt: To get everything you can subscribe to The Complete MoneyScience RSS Feed. http://tinyurl.com/lo8cs5

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Risk Management Twitter: Did you know? MoneyScience has 5 Twitter Streams: @moneyscience, @businessschools, @hedgefundfocus, @Risk_Mgmt and @msluxury.

Tue, 09 Jun 2009 05:59:45 -0700

Risk_Mgmt: Did you know? MoneyScience has 5 Twitter Streams: @moneyscience, @businessschools, @hedgefundfocus, @Risk_Mgmt and @msluxury.

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Risk Management Twitter: Research: The premium of dynamic trading - http://arxiv.org/abs/0906.0999

Mon, 08 Jun 2009 04:30:12 -0700

Risk_Mgmt: Research: The premium of dynamic trading - http://arxiv.org/abs/0906.0999

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Risk Management Twitter: 'Shipping Derivatives and Risk Management' - a new book published by Cass shipping experts. http://tinyurl.com/m7k4dq

Mon, 08 Jun 2009 03:10:34 -0700

Risk_Mgmt: 'Shipping Derivatives and Risk Management' - a new book published by Cass shipping experts. http://tinyurl.com/m7k4dq

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Risk Management Twitter: The UK Financial Services Authority addresses building society risk management - http://tinyurl.com/qloo7m

Mon, 08 Jun 2009 02:45:16 -0700

Risk_Mgmt: The UK Financial Services Authority addresses building society risk management - http://tinyurl.com/qloo7m

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Risk Management Twitter: Hedge-fund managers are prioritizing risk management like never before. http://bit.ly/d7OU8

Fri, 29 May 2009 04:08:14 -0700

Risk_Mgmt: Hedge-fund managers are prioritizing risk management like never before. http://bit.ly/d7OU8

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Risk Management Twitter: The Flight to Simplicity in Derivatives - http://bit.ly/3oz0iL

Thu, 28 May 2009 06:42:10 -0700

Risk_Mgmt: The Flight to Simplicity in Derivatives - http://bit.ly/3oz0iL

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Risk Management Twitter: RT @WayneMarr - Rene M. Stulz on Risk Management Failures: What are They and When do They Happen? http://bit.ly/lEVaH

Mon, 25 May 2009 04:18:47 -0700

Risk_Mgmt: RT @WayneMarr - Rene M. Stulz on Risk Management Failures: What are They and When do They Happen? http://bit.ly/lEVaH

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Risk Management Twitter: 10 Key Recommendations for Internal Auditing in the Financial Crisis - http://bit.ly/Lb1MK

Fri, 22 May 2009 07:35:36 -0700

Risk_Mgmt: 10 Key Recommendations for Internal Auditing in the Financial Crisis - http://bit.ly/Lb1MK

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Risk Management Twitter: The top 4 derivatives dealers in the US units account for 94 % of the contracts. http://tinyurl.com/pxxsdm

Wed, 20 May 2009 04:56:01 -0700

Risk_Mgmt: The top 4 derivatives dealers in the US units account for 94 % of the contracts. http://tinyurl.com/pxxsdm

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Risk Management Twitter: What Happens Next In Risk Management? Three Ways Financial Institutions Can Use IT for Improved Risk Analysis. http://tinyurl.com/q3ozrm

Wed, 20 May 2009 01:59:12 -0700

Risk_Mgmt: What Happens Next In Risk Management? Three Ways Financial Institutions Can Use IT for Improved Risk Analysis. http://tinyurl.com/q3ozrm

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Summer School - Monte Carlo Methods and Applications in Finance and Insurance Models

Tue, 19 May 2009 07:10:43 -0700

Location: University of Lausanne, Switzerland . Date:2009-08-10 00:00:00. Monte Carlo Methods are often the only way to deal with high-dimensional computational problems. Examples are the valuation of complex (interest rate) derivatives, the simulation of assets and asset-liability-management. But the simple Monte Carlo method is often extremely slow. In this course we present new efficient Monte Carlo methods (such as multi-level Monte Carlo) and classical variance reduction techniques as well...

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Advanced C plus plus for Computational Finance with Daniel Duffy

Mon, 18 May 2009 07:19:40 -0700

Location: London, UK. Date:2009-12-09 00:00:00. BOOK BEFORE AUGUST 1st TO RECEIVE A 10% 'EARLY BIRD' DISCOUNT Click here to Request a Brochure The goal of this three-day intensive hands-on course is to learn those advanced features in C++ that are of direct relevance to writing and extending applications for quantitative and computational finance. The course uses the object-oriented and generic (templates) programming models (OOP, GP) in combination with design patterns and the STL and boost...

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Risk Management Twitter: A salary survey from PSD Group shows risk managers bonuses this year were considerably lower than in 2008 http://tinyurl.com/qxxq9b

Mon, 18 May 2009 03:52:30 -0700

Risk_Mgmt: A salary survey from PSD Group shows risk managers bonuses this year were considerably lower than in 2008 http://tinyurl.com/qxxq9b

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Risk Management Twitter: 30+ Linkedin Risk Management Groups on our new Risk Management Focus section: http://bit.ly/25TO9S

Fri, 15 May 2009 08:19:27 -0700

Risk_Mgmt: 30+ Linkedin Risk Management Groups on our new Risk Management Focus section: http://bit.ly/25TO9S

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Convertible Bonds and Securities

Tue, 12 May 2009 07:59:52 -0700

Location: London, UK. Date:2009-09-09 00:00:00. This course explains in detail the broad range of convertible securities and associated applications and trading strategies. Participants will undertake a series of workshops to explain the key ideas including pricing convertible bonds, the incorporation of credit risk, calculating Greeks and simulating trading strategies. Exercises and pricing models are implemented using Excel functions and macros and participants will be able to take away all...

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Using Neural Nets to Enhance Rule-Based Trading Systems in Quantitative Finance

Thu, 07 May 2009 08:42:20 -0700

Location: SAP LABS, Palo Alto, CA, USA. Date:2013-05-09 18:30:00. SAP LABS, Building 1, 3410 Hillview Avenue, Palo Alto, CA Presented by Michael Bowles, Independent Consultant The 45% drop in the US equity markets has caused even stalwart to question the wisdom of the “buy and hold” strategy. But rule-based approaches for deciding when to buy or sell suffer the same problem. Sometimes they work and sometimes they don’t. In this presentation, Dr Mike Bowles will show how...

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MathFinance Seminar on Foreign Exchange Exotic Options

Fri, 24 Apr 2009 07:46:02 -0700

Location: Lisbon, Portugal. Date:2009-07-14 00:00:00. This practical two-day course covers the pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products. Presented by Prof. Dr. Uwe Wystup. FURTHER information THE COURSE FX exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in...

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Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib with Mark Joshi

Fri, 24 Apr 2009 06:23:57 -0700

Location: The Institute of Physics, 76 Portland Place, London, UK. Date:2010-06-02 00:00:00. Request a Brochure 2-4 June , 2010 The Institute of Physics 76 Portland Place, London, UK This three-day course will be led by an international expert who played a large role in the coding of the LIBOR market model in the QuantLib C++ open-source project. He will examine the practical problems that arise when implementing the LIBOR market model to price exotic interest rate derivatives. Each issue will...

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The Heston Stochastic Volatility Model - Pricing, Calibration and Monte Carlo Simulation with Wim Schoutens

Fri, 24 Apr 2009 06:07:49 -0700

Location: The Institute of Physics, 76 Portland Place, London, UK. Date:2009-11-09 00:00:00. This course introduces and applies the advanced stochastic volatility model of Heston with a focus on the pricing of equity derivatives. The objective of this workshop is to develop a solid understanding of the model and to give participants the mathematical and practical background necessary to apply the model in practice. The course includes workshop in which the delegates will implement the pricing,...

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Patrick Burns on Statistical Programming in Finance with R

Wed, 08 Apr 2009 00:18:53 -0700

Location: London, UK. Date:2009-07-13 00:00:00. The Institute of Physics, London July 13-14, 2009 REQUEST A BROCHURE The primary purpose of the course is to develop or increase skills in using R as a programming language. The exercises will be focused on statistical resampling methods and stochastic optimisation. Data examples will generally be from finance. What you learn: - To use R as a programming language. - To understand and appreciate statistical resampling methods, and how to use them...

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3rd International Conference on Computational and Financial Econometrics

Fri, 27 Mar 2009 04:16:20 -0700

Location: Limassol, Cyprus. Date:2009-10-29 00:00:00. The 3rd International conference on Computational and Financial Econometrics (CFE'09) will take place at the 5-star Grand Resort Hotel, Limassol, Cyprus, 29-31 October 2009. This conference invites presentations that contain computational or financial econometric components. Papers containing strong computational statistical or econometric components or substantive data-analytic elements will be considered for publication in a special...

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Credit Risk, Financial Crises and Macroeconomy Conference

Fri, 27 Mar 2009 04:14:11 -0700

Location: Venice, Italy. Date:2009-09-24 00:00:00. GRETA Associati (Venice, Italy), Intesa Sanpaolo (Milan, Italy) and Financial Innovations (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24 - 25, 2009. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of credit risk modeling to discuss credit risk at time of financial crisis and the impact of macroeconomic factors on pricing risky debt, financial...

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33rd Conference on Stochastic Processes and Their Applications

Fri, 27 Mar 2009 04:08:31 -0700

Location: Berlin, Germany. Date:2009-07-27 00:00:00. This conference is organized under the auspices of the Bernoulli Society for Mathematical Statistics and Probability and co-sponsored by the Institute of Mathematical Statistics. It is the major annual meeting for researchers working in the field of Stochastic Processes and their Applications. The conference covers a wide range of active research areas, in particular featuring 20 invited plenary lectures presented by leading specialists. In...

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Third Annual Risk Management Conference - Systemic Risk and the Challenges for Risk Management

Fri, 27 Mar 2009 04:06:29 -0700

Location: Risk Management Institute, National University of Singapore. Date:2009-07-16 00:00:00.

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Risk Management for the Debt and Equity Markets

Mon, 16 Mar 2009 03:46:56 -0700

Location: New York, USA. Date:2009-11-10 00:00:00. Participants will learn to measure and manage financial risk, including interest rate and yield curve risks. They will also be exposed to the traditional approaches to managing risk, as well as the use of derivatives in risk management.

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Credit Risk for Private Bankers

Mon, 16 Mar 2009 03:29:10 -0700

Location: New York, USA. Date:2009-10-29 00:00:00. Wealth advisors, including private bankers, are increasingly being asked to extend credit to their clients. Requests range from a home loan to leveraging a hedge fund. This two-day course provides private bankers with the concepts and tools to better evaluate risk.

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Credit Derivatives - Intermediate

Mon, 16 Mar 2009 03:25:54 -0700

Location: New York, USA. Date:2009-08-04 00:00:00. This interactive course is designed for finance industry professionals who already have an introductory background in derivatives. The course consists of a presentation, exercises, case studies, and topical articles for relevant discussions.

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Pricing Credit Derivatives and the Credit Crisis with Jon Gregory

Mon, 02 Mar 2009 08:44:40 -0800

Location: London, UK. Date:2009-09-07 00:00:00. "Thanks for a great course on credit derivatives. I learned so much in such a short time!" - delegate, DEXIA bank "Really excellent course from an expert in the field" - delegate, BlackRock REQUEST A BROCHURE A practical and intensive course led by world-renowned expert, explaining the theory and practice behind credit derivative pricing models with special emphasis on CDO pricing in light of the credit crisis. Course highlights - Calculating...

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Credit Default Swaps and the Credit Crisis with Jon Gregory

Mon, 02 Mar 2009 08:04:09 -0800

Location: London, UK. Date:2009-07-13 00:00:00. "Fantastic course with a perfect balance between theory and practice" - Executive Director, Morgan Stanley "So good to have such an expert as tutor" - Delegate, West LB REQUEST A BROCHURE A practical and intensive course with an internationally renowed speaker covering the applications, trading and valuation of credit default swaps and related credit derivative instruments. Course highlights - Overview of the uses and applications of credit...

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Pricing Counterparty Credit Risk in the Credit Crisis with Jon Gregory

Mon, 02 Mar 2009 07:47:27 -0800

Location: London, UK. Date:2009-07-27 00:00:00. "Great course on everything I wanted to know about counterparty risk" - VP, KeyBank "Really extensive, practical and fun course on counterparty credit risk, great lecturer" - Managing director, CIBC world markets REQUEST A BROCHURE A practical and intensive 2 day course with an internationally renowned expert covering counterparty credit risk and its role in the credit crisis and focussing on related aspects such as collateral management Course...

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Best Execution USA

Fri, 16 Jan 2009 01:34:39 -0800

Location: New York, USA. Date:2009-10-07 00:00:00. Algorithmic and Electronic Trading > Dark Liquidity Pools > Transaction Cost Analysis > Liquidity Management Following the success of Best Execution USA in 2008, the second annual event promises to provide more in depth coverage on the key issues and challenges to achieving best execution across the range of asset classes. With over 250 senior buy- and sell-side professionals expected to attend this year and key industry spokespeople...

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Advanced Trading - Quant Center

Fri, 28 Nov 2008 05:59:15 -0800

Articles and Resources for Quants and would-be Quants.

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Osney Media

Mon, 01 Sep 2008 01:31:18 -0700

London, GB -

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A Quantitative Approach to Tactical Asset Allocation

Mon, 18 Aug 2008 01:48:58 -0700

By Mebane T. Faber (Cambria Investment Management) and published in the Spring 2007 Issue of the Journal of Wealth Management.

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The Boy's Guide to Pricing and Hedging

Mon, 18 Aug 2008 00:42:57 -0700

There is often an unfortunate strain of pedantry running through the teaching of quantitative finance, one involving an excess of abstraction, formality, rigor and axiomatization that makes the subject unnecessarily daunting and difficult. This article by Emanuel Derman contains a short guide to quantitative finance with a human face.

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Quant Finance Book Forum

Fri, 23 May 2008 05:27:48 -0700

Mark Joshi's Discussion Forum for Quant Finance Books, Jobs and Courses including sections on: Interview questions, getting your first job and general technical discussion.

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Quant-Link

Thu, 22 May 2008 02:01:45 -0700

Quant-Link is a social networking site designed specifically for the quantitative finance community.

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A Perspective on Quantitative Finance: Models for Beating the Market (pdf)

Tue, 04 Mar 2008 08:00:57 -0800

By Ed Thorp, Quantitative Finance Review 2003.

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Arbitrage Bounds, Problems with Valuation, Models (pdf)

Wed, 27 Feb 2008 05:45:53 -0800

Emanuel Derman's lecture notes from the Master's in Financial Engineering Program at Columbia University.

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The Volatility Smile: Constraints and Problems (pdf)

Wed, 27 Feb 2008 05:44:07 -0800

Emanuel Derman's lecture notes from the Master's in Financial Engineering Program at Columbia University.

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Quant Career Guide Blog

Sun, 10 Feb 2008 14:18:59 -0800

Practical, No-BS Advice on Launching a Lucrative Career in Quantitative Finance.

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Sample Questions for Quantitative Finance Interviews

Thu, 31 Jan 2008 02:27:47 -0800

Compiled at MoneyScience.

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ICMA Centre, University of Reading

Mon, 13 Aug 2007 06:26:21 -0700

Reading, GB - The ICMA Centre is unique in Europe and has an international reputation for providing quality undergraduate, postgraduate and executive education as well as research and consultancy for the capital markets industry. The ICMA Centre's success is based not only on the integration of applied finance theory and industry specific training but also its considerable professional and academic expertise, and strong links with companies and trade associations in the global finance industry....

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Incisive Media Events

Fri, 10 Aug 2007 06:11:15 -0700

London, GB -

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Abbaye & Lloyd Risk Management Consultations

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S-Messenger

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Ultra.net

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H-Fund

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Dashboard Mobile Financial

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