Quantitative Finance, Financial Technology and Risk Management

Risk Management Twitter: Training - Credit Default Swaps and the Credit Crisis with Jon Gregory, March 8, 2010: http://bit.ly/ILOBP

Fri, 20 Nov 2009 08:15:31 -0800

Risk_Mgmt: Training - Credit Default Swaps and the Credit Crisis with Jon Gregory, March 8, 2010: http://bit.ly/ILOBP

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Risk Management Twitter: Bilateral Counterparty Risk Valuation for Interest-rate Products: Impact of volatilities and correlations http://bit.ly/2rsqqQ

Fri, 20 Nov 2009 06:41:26 -0800

Risk_Mgmt: Bilateral Counterparty Risk Valuation for Interest-rate Products: Impact of volatilities and correlations http://bit.ly/2rsqqQ

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Risk Management Twitter: Tonnes of Quantitative Finance Papers submitted at the arXiv preprint server: June - October 2009 - http://bit.ly/4pHoWz

Fri, 20 Nov 2009 04:28:23 -0800

Risk_Mgmt: Tonnes of Quantitative Finance Papers submitted at the arXiv preprint server: June - October 2009 - http://bit.ly/4pHoWz

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Risk Management Twitter: Event - Retooling Risk Management - How Practitioners Have Changed Things Since the Crisis Started - http://bit.ly/1Hvttn

Fri, 20 Nov 2009 01:48:55 -0800

Risk_Mgmt: Event - Retooling Risk Management - How Practitioners Have Changed Things Since the Crisis Started - http://bit.ly/1Hvttn

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Retooling Risk Management - How Practitioners Have Changed Things Since the Crisis Started

Fri, 20 Nov 2009 01:46:38 -0800

Location: New York, USA. Date:2009-12-01 17:30:00. 5:30pm: Registration 6:00pm -7:30pm: Panel Discussion 7:30pm: Reception PricewaterhouseCoopers 300 Madison Avenue New York, NY Keynote Panel Sebastian Ceria Axioma Ron Papanek RiskMetrics Group Antonio Baldaque da Silva Barclays Capital Moderator Sandeep Patel WR Group Holdings This is a free event, but space is limited. Please register by 5pm on Friday, November 27, 2009. IAFE Members click here to login and register for this event. To Join...

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Risk spillover among hedge funds - The role of redemptions and fund failures

Fri, 20 Nov 2009 00:42:12 -0800

By Benjamin Klaus and Bronka Rzepkowski European Central Bank Abstract This paper aims at analysing the mortality patterns of hedge funds over the period January 1994 to May 2008. In particular, we investigate the extent to which a spillover of risk among hedge funds through redemptions and failures of other funds has affected the probability of fund failure. We find that risk spillover is significantly related to the failure probability of hedge funds, with the relation being more pronounced...

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Risk Management Twitter: The 6 species of headhunter. Worth reading for the comments! http://bit.ly/3YbE9B

Fri, 20 Nov 2009 00:17:32 -0800

Risk_Mgmt: The 6 species of headhunter. Worth reading for the comments! http://bit.ly/3YbE9B

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High-Frequency Trading Firms Seeking Tech Talent

Thu, 19 Nov 2009 06:57:42 -0800

High-frequency trading firms are recruiting programmers and other tech talent. But some prefer Google and Microsoft alumni to Wall Street veterans. Given the risks inherent in hiring new employees (as the Teza-Goldman case suggests) and the tight-knit nature of the HFT community, however, people tend to ask colleagues if they can recommend anyone -- who maybe was let go recently -- who has the right skills, sources say. And since brokers build relationships with people in different firms over...

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Risk Management Twitter: RT @compliancex: Insurers Fret Over Proposed Systemic Risk Regulations http://bit.ly/1K2gpV

Thu, 19 Nov 2009 06:01:44 -0800

Risk_Mgmt: RT @compliancex: Insurers Fret Over Proposed Systemic Risk Regulations http://bit.ly/1K2gpV

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Risk Management Twitter: @SSRN Credit Default Swap Market: 'Big Bang'? revised - http://bit.ly/2bkdC3

Thu, 19 Nov 2009 01:15:43 -0800

Risk_Mgmt: @SSRN Credit Default Swap Market: 'Big Bang'? revised - http://bit.ly/2bkdC3

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Risk Management Twitter: It isn't just about one institution's risk, but rather how risk is shared across the industry and entire economy: http://bit.ly/1JYkG7

Wed, 18 Nov 2009 09:26:40 -0800

Risk_Mgmt: It isn't just about one institution's risk, but rather how risk is shared across the industry and entire economy: http://bit.ly/1JYkG7

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Risk Management Twitter: Risk Management Technology Now Key Part of Prime Brokerages Offering - http://bit.ly/f8bvR

Wed, 18 Nov 2009 09:24:26 -0800

Risk_Mgmt: Risk Management Technology Now Key Part of Prime Brokerages Offering - http://bit.ly/f8bvR

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Risk Management Twitter: The Society of Actuaries has announced the launch of a global risk management designation - http://bit.ly/1431hc

Wed, 18 Nov 2009 09:18:38 -0800

Risk_Mgmt: The Society of Actuaries has announced the launch of a global risk management designation - http://bit.ly/1431hc

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Risk Management Twitter: @Finsider - Best Resume Keywords for Risk Management - http://bit.ly/220E7O

Wed, 18 Nov 2009 09:04:36 -0800

Risk_Mgmt: @Finsider - Best Resume Keywords for Risk Management - http://bit.ly/220E7O

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Risk Management Twitter: "Lessons from the crisis: Re-educate the geeks" or "Paul Wilmott is everywhere these days". http://bit.ly/1v2qKw

Wed, 18 Nov 2009 08:13:00 -0800

Risk_Mgmt: "Lessons from the crisis: Re-educate the geeks" or "Paul Wilmott is everywhere these days". http://bit.ly/1v2qKw

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Risk Management Twitter: Eating Your Dog - Emanuel Derman on Models, Metaphors and Theories - http://bit.ly/riQTx

Wed, 18 Nov 2009 08:11:02 -0800

Risk_Mgmt: Eating Your Dog - Emanuel Derman on Models, Metaphors and Theories - http://bit.ly/riQTx

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Risk Management Twitter: Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations - http://bit.ly/40JsqV

Wed, 18 Nov 2009 07:44:28 -0800

Risk_Mgmt: Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations - http://bit.ly/40JsqV

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Risk Management Twitter: Frequently Asked Questions in Quantitative Finance, 2nd Edition - http://bit.ly/177q5k

Tue, 17 Nov 2009 07:34:42 -0800

Risk_Mgmt: Frequently Asked Questions in Quantitative Finance, 2nd Edition - http://bit.ly/177q5k

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Risk Management Twitter: Understanding Custom OTC Derivatives - http://bit.ly/3w0CcL

Tue, 17 Nov 2009 06:00:52 -0800

Risk_Mgmt: Understanding Custom OTC Derivatives - http://bit.ly/3w0CcL

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Risk Management Twitter: A Q&A with Paul Wilmott - http://bit.ly/3vStdT

Tue, 17 Nov 2009 06:00:10 -0800

Risk_Mgmt: A Q&A with Paul Wilmott - http://bit.ly/3vStdT

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Risk Management Twitter: On the heels of the crisis, sovereign risk premium differentials in the euro area have been widening. http://bit.ly/3kLCJl

Tue, 17 Nov 2009 05:50:39 -0800

Risk_Mgmt: On the heels of the crisis, sovereign risk premium differentials in the euro area have been widening. http://bit.ly/3kLCJl

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The Interface of Behavioural Finance and Quantitative Finance

Fri, 13 Nov 2009 08:55:01 -0800

Location: London, UK. Date:2010-02-02 00:00:00. CARISMA : The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University In collaboration with: CFR : Centre for Financial Research, Statistical Laboratory, University of Cambridge and Nomura Centre for Mathematical Finance, the Mathematical Institute, University of Oxford is organising its annual conference and workshop. In the current chaotic financial climate, new systems are being developed to analyze market...

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Risk Management Twitter: Hedge Fund Focus at MoneyScience - 13-11-09 - http://bit.ly/3LAwUQ

Fri, 13 Nov 2009 05:21:48 -0800

Risk_Mgmt: Hedge Fund Focus at MoneyScience - 13-11-09 - http://bit.ly/3LAwUQ

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Hedge Fund Focus 13-11-09

Fri, 13 Nov 2009 05:20:39 -0800

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 [Externalrss-FinanceFocus-titles-rssl-8-30] Resources Focus On Financial Recruitment Financial Education Financial Publishing Financial Technology...

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Risk Management Twitter: @SimoleonSense -There’s No Going Back! Derivatives in the Long Run - http://bit.ly/4giK5E

Thu, 12 Nov 2009 07:10:51 -0800

Risk_Mgmt: @SimoleonSense -There’s No Going Back! Derivatives in the Long Run - http://bit.ly/4giK5E

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The Quantitative Revolution and the Crisis - How Have Quantitative Financial Models Been Used and Misused

Mon, 09 Nov 2009 06:02:54 -0800

Location: New York, USA. Date:2009-12-04 00:00:00. Columbia Business School. Co-hosted by: The Sanford C. Bernstein & Co. Center for Leadership and Ethics. Conference fee: $200 if register before November 20; otherwise $250. Please register online. The popular press and a recent spate of remarkable books have pointed critically to the contribution of financial innovation and quantitative models to the financial crisis. These critiques have cited particular statistical approaches, such as...

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Bachelier Finance Society 6th World Congress

Fri, 06 Nov 2009 06:07:31 -0800

Location: Toronto, Canada. Date:2010-06-22 00:00:00. This is the premier event in the international quantitative finance calendar, attracting over 500 participants every two years. Past and planned venues have been Paris (2000), Crete (2002), Chicago (2004), Tokyo (2006), London (2008). CONFIRMED PLENARY SPEAKERS Jean-Philippe Bouchaud, École Polytechnique Rene Carmona, Princeton University Mark Davis, Imperial College London Bruno Dupire, Bloomberg L.P Damir Filipovic, Vienna Institute...

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Risk Management and Modelling

Fri, 30 Oct 2009 09:18:53 -0700

Location: London, UK. Date:2010-06-07 00:00:00. This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and the Merton and Gaussian approaches for estimation of probabilities. Who The Course is For - Traders and Dealing Room Staff - Risk Managers - Middle Office and...

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Volatility -Trading and Managing Risk

Fri, 30 Oct 2009 09:15:55 -0700

Location: London, UK. Date:2010-05-19 00:00:00. The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices. This leads into sessions on the application of a range of standard volatility derivatives such as VIX futures and options and volatility swaps. The final part of the programme covers the treatment of volatility in the more popular stochastic volatility models used in the industry such as SABR...

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Implementing Fundamental Quantitative Techniques

Fri, 30 Oct 2009 09:14:24 -0700

Location: London, UK. Date:2010-05-18 00:00:00. In a complicated financial world a detailed understanding of the application of quantitative techniques is essential. This course provides an in-depth coverage of practical quantitative methods important in today's financial markets. This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough understanding of these important techniques. Who The Course is For Anyone...

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Modelling Financial Risk

Fri, 30 Oct 2009 09:12:18 -0700

Location: London, UK. Date:2010-05-12 00:00:00. In current market conditions a rigorous approach to risk management is essential. This programme applies some of the latest econometric and data handling techniques to practical problems faced daily by organisations operating in the capital markets. The course is highly relevant to anyone analysing or interpreting financial market data. Who The Course is For - Traders - Risk Managers - Strategists - Consultants - Middle and Senior Managers More...

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Modern Credit Derivatives

Fri, 30 Oct 2009 09:10:17 -0700

Location: London, UK. Date:2010-05-10 00:00:00. The credit derivative market has changed substantially in the last two years and an understanding of these instruments is integral to making sense of today's financial markets. This three-day course provides a comprehensive view of how modern credit derivatives are used for risk management, to create profitable opportunities through trading and arbitrage, and to create liquidity. A thorough analysis of the credit crisis, what went wrong and the...

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Quantitative Techniques for Credit Derivatives

Fri, 30 Oct 2009 09:08:34 -0700

Location: London, UK. Date:2010-04-26 00:00:00. The objective of this course is to develop a solid understanding of the current framework for modelling and pricing credit derivatives. Participants will gain the mathematical and practical background necessary to apply the various models in the market and will learn about recent advances in the field. Who The Course is For - Quantitative analysts - Risk managers - Financial engineers - Researchers - and others who are involved in credit risk...

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Asset-Backed Securities - Assessment and Management of Risk

Fri, 30 Oct 2009 09:06:44 -0700

Location: London, UK. Date:2010-04-26 00:00:00. This intensive and participative 2-day programme covers the key elements of asset-backed securities and in particular mortgage backed securities. Terminology, procedures, models and applications of ABS concepts will be included along with the latest products used for hedging the risks and for developing new markets. The first day will cover the risk factors, prepayment models and measures of risk sensitivity while day two will deal with advanced...

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BGM Market Models - Calibration, Smile, Pricing and Advances

Fri, 30 Oct 2009 08:54:49 -0700

Location: London, UK. Date:2010-03-10 00:00:00. The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances, including lessons learnt from the financial crisis. This will give...

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Counterparty Risk and Collateral Management

Fri, 30 Oct 2009 08:37:44 -0700

Location: London, UK. Date:2010-02-17 00:00:00. This course explains and develops the ideas and models for collateral management and the measurement and quantification of counterparty risk. The ideas are built up sequentially and workshops are used to develop the key ideas including margin calculations, estimation of haircuts, credit exposure and pricing counterparty risk. Participants will be able to take away all worked examples and additional exercises and models implemented using Excel...

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Data Analysis for Risk Management

Fri, 30 Oct 2009 08:35:48 -0700

Location: London, UK. Date:2010-02-08 00:00:00. In current market conditions an understanding of the key econometrics principles is essential to risk management. This programme introduces the main concepts in econometrics that are needed to understand and manipulate data sets and basic models to tackle practical problems faced daily by organisations operating in the capital markets. The course is highly relevant for anyone who wishes to increase their understanding of analysing or interpreting...

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Call for Papers - Special Issue on Computational Methods in Financial Engineering

Fri, 30 Oct 2009 03:07:14 -0700

The International Journal of Financial Markets and Derivatives (Inderscience Pub), is organising a special issue on the use of Computational Methods in Financial Engineering. It is an attempt to explore and bring together practical, state-of-the-art applications of computational techniques in financial problems, including risk analysis, asset pricing and portfolio management. Topics of interest include, but are not limited to: - Econometric and computational models for risk and correlation...

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Hedging the Unhedgeable - Current Developments in Valuation and Hedging in Incomplete Markets

Mon, 26 Oct 2009 10:31:00 -0700

Location: Cass Business School, London. Date:2010-04-30 00:00:00. Plenary Speakers Helyette Geman, Professor of Finance at Birkbeck, University of London & ESCP Europe Elyes Jouini, Distinguished Professor, Universite de Paris-Dauphine Dilip Madan, Professor of Finance at the Robert H. Smith School of Business, University of Maryland William Perraudin, Chair in Finance, Imperial College Business School Organisers Ales Cerny, Stewart Hodges and Radu Tunaru Recognising the importance of...

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Financial Tradeware signs Altus for ViaNova connectivity to the Pensions industry

Thu, 22 Oct 2009 06:28:45 -0700

Financial Tradeware are pleased to announce that Altus, have signed to integrate its new Hosted Instruction Gateway through Financial Tradeware for ViaNova messaging. Financial Tradeware (through its sister company Européenne de Gestion Privée), provides the infrastructure for ViaNova messaging standardisation and SWIFT connectivity. Altus provides the Altus Instruction Gateway application, processing pricing and investment information vital for Pension companies and...

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Financial Mathematics and Computation Cluster launches in Ireland

Fri, 16 Oct 2009 01:56:20 -0700

The Irish Government has announced an investment of more than €4 million in the establishment of a new Science Foundation Ireland (SFI) Strategic Research Cluster designed to create a centre of financial research excellence. The Financial Mathematics and Computation Cluster (FMC2) will bring together complementary expertise in financial mathematics, financial economics and computer science. Research at the new cluster, which will be led by Prof Anthony Brabazon of UCD, will initially focus...

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Computational Complexity and Information Asymmetry in Financial Products

Fri, 16 Oct 2009 01:17:08 -0700

By Sanjeev Arora, Boaz Barak, Markus Brunnermeier, and Rong Ge Abstract Traditional economics argues that financial derivatives, like CDOs and CDSs, ameliorate the negative costs imposed by asymmetric information. This is because securitization via derivatives allows the informed party to end buyers for less information-sensitive part of the cash flow stream of an asset (e.g., a mortgage) and retain the remainder. In this paper we show that this viewpoint may need to be...

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The Mark 22 Release of the multipurpose NAG TOOLBOX FOR MATLAB.

Mon, 12 Oct 2009 04:59:28 -0700

Financial analysts seeking a broad range of mathematical and statistical functionality important to financial product development and portfolio analysis without the considerable expense and bother of sourcing multiple MATLAB toolboxes, can now access 1,415 rigorously tested numerical routines in the Mark 22 Release of the multipurpose NAG TOOLBOX FOR MATLAB. This one-stop solution for the finance industry’s computing needs also allows quantitative analysts to easily and confidently...

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Banking on outlier detection - a simple computer model could act as early warning system for failing banks

Mon, 12 Oct 2009 03:01:51 -0700

Recent bank failures point to the continuing need for vigilance by regulators and investors. Now, a report in the International Journal of Operational Research, discusses the possibility of an early-warning system that spots the outliers before they fail. The downfall of dozens of banks and financial organizations across the globe has been in the headlines since the meltdown of the subprime mortgage market, but even during the decade before, 1997 to 2007, more than forty banks failed in the US....

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NVIDIA Unveils Next Generation CUDA GPU Architecture- Codenamed 'Fermi'

Thu, 01 Oct 2009 08:14:53 -0700

NVIDIA Corp. have introduced its next generation CUDA™ GPU architecture, codenamed "Fermi". An entirely new ground-up design, the "Fermi"™ architecture is the foundation for the world’s first computational graphics processing units (GPUs), delivering breakthroughs in both graphics and GPU computing. "NVIDIA and the Fermi team have taken a giant step towards making GPUs attractive for a broader class of programs," said Dave Patterson, director Parallel Computing Research...

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The Impact of High-frequency Trading - Manipulation, Distortion or a Better-functioning Market

Thu, 01 Oct 2009 07:44:39 -0700

It sounds like science fiction -- something from I, Robot or The Terminator, where the machines take over. But totally automated "high-frequency trading" is part of the stock market right now -- a big part. According to some estimates, high-frequency trading by investment banks, hedge funds and other players accounts for 60% to 70% of all trades in U.S. stocks, explaining the enormous increase in trading volume over the past few years. Profits were estimated at between $8 billion and $21...

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XLW - A Wrapper for the Excel API

Fri, 25 Sep 2009 03:51:32 -0700

XLW is an open source application that wraps the Excel C API in simple C++, C# or VB.NET interfaces which you can use to customize Excel with your own worksheet functions and menu items. XLW developers include Financial Engineering practitioners with extensive experience of developing quantitative analytics in the finance industry including Mark Joshi the author of The Concepts and Practice of Mathematical Finance and C++ Design Patterns and Derivatives Pricing. XLW supports: - new features...

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Exotic Risk for Senior Managers

Mon, 21 Sep 2009 07:38:17 -0700

Location: London, UK. Date:2009-12-10 00:00:00. New market conditions have changed forever the way in which managers need to think about complex risk. In this course we look at lessons from the recent financial crisis and how to avoid explosions of risk from illiquid and complex products during times of financial stress. Lessons learned call for a re-assessment of tools available for the management of exotic risk. More than ever, it is necessary for managers to gain a handle on complexity and...

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BGM Market Models - Advances, Calibration, Smile, Pricing

Mon, 21 Sep 2009 07:32:31 -0700

Location: London, UK. Date:2009-11-30 00:00:00. The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances, including lessons learnt from the financial crisis. This will give...

More at MoneyScience

Modern Credit Derivatives

Mon, 21 Sep 2009 07:30:28 -0700

Location: London, UK. Date:2009-11-30 00:00:00. The credit derivative market has changed substantially in the last two years and an understanding of these instruments is integral to making sense of today's financial markets. This three-day course provides a comprehensive view of how modern credit derivatives are used for risk management, to create profitable opportunities through trading and arbitrage, and to create liquidity. A thorough analysis of the credit crisis, what went wrong and the...

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The Fifth General Conference on Advanced Mathematical Methods in Finance

Mon, 14 Sep 2009 09:26:13 -0700

Location: Slovenia. Date:2010-05-03 00:00:00. Slovenia, 3rd May - 9th May 2010 Organised by: The University of Ljubljana, Faculty of Mathematics and Physics, Ljubljana, Slovenia and The Institute of Mathematics, Physics, and Mechanics, Ljubljana, Slovenia Location: Hotel Golf, Bled, Slovenia Official Website: Amamef 2010 Information and Assistance: Anamef2010@uni-lj.si Organizing Committee: - Tomaz Kosir - Aleksandar Mijatovic - Matjaz Omladic - Christoph Schwab AMaMeF is a research program of...

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Capital Structure Trading with Jon Gregory

Wed, 09 Sep 2009 04:08:03 -0700

Location: London, UK. Date:2010-05-03 00:00:00. "An absolutely perfect mixture of theory and practice. By far the best course I've attended" - delegate, Dresdner Kleinwort. "Great practical course, very knowledgeable and enthusiastic lecturer" - ESSDAR capital, DUBAI REQUEST A BROCHURE 10% Early Bird Discount Before March 1st 2010 A practical and intensive 2 day course with an internationally renowned expert covering the use of capital structure models for modelling balance sheet behaviour and...

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Credit Default Swaps and the Credit Crisis with Jon Gregory

Wed, 09 Sep 2009 04:03:18 -0700

Location: London, UK. Date:2010-03-08 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 Credit Derivatives and the Credit Crisis with Jon Gregory

Wed, 09 Sep 2009 03:52:55 -0700

Location: London, UK. Date:2010-02-22 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 10% 'Early Bird' Discount Before January 18th 2010 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...

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Value-at-Risk with Jon Gregory

Wed, 09 Sep 2009 03:41:11 -0700

Location: London, UK. Date:2010-04-19 00:00:00. "Great perspective on financial risk management, the best and most useful piece of education in my business life" - delegate NIBC bank "Great up to date course with lots of practical examples" - Vice President, Swiss Re 10% Early Bird Discount Before March 1st 2010 REQUEST A BROCHURE A practical and intensive course with a world renowned speaker covering the use of value-at-risk (VAR) methods for measuring financial risk and how the credit crisis...

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Options and Structured Products with Jon Gregory

Tue, 08 Sep 2009 09:17:48 -0700

Location: London, UK. Date:2010-03-22 00:00:00. "Excellent! It made what is a very tough subject enjoyable and much easier to follow" - delegate, UniCredit "Informative course which was practical and great fun" - delegate, APC investments 10% 'Early Bird' Discount Before March 1st 2010 REQUEST A BROCHURE A practical and intensive course covering exotic options and structured products and the financial engineering behind their uses, valuation and trading. Course highlights - Comprehensive...

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Advanced Hedge Funds and Topics

Wed, 29 Jul 2009 05:52:56 -0700

Location: New York, USA. Date:2009-12-09 00:00:00. This course follows on from the NYIF Hedge Fund course but examines in greater detail the investment strategies of hedge funds and the related world of funds of hedge funds and their application. Participants who attended the hedge fund program will experience some overlap of the basic material. However, they should be prepared for a more in-depth and quantitative examination of the various hedge fund strategies including managed futures. This...

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Exotic Options - Essentials, Applications and Valuations

Wed, 29 Jul 2009 04:31:36 -0700

Location: New York, USA. Date:2009-12-07 00:00:00. In this one-day workshop, participants will learn the essentials of exotic option definitions, terminology, payoff profiles, applications and valuation. A review of the classification, typical users, benefits, risks and uses will be followed by a detailed study of four important types of options: Binary, Barrier, Asian, and Lookback options. The Binomial Pricing Model will be explained and the used by participants to price options. Attendees...

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Factor Models In Economics and Finance

Wed, 15 Jul 2009 04:09:33 -0700

Location: Cass Business School, London, UK. Date:2009-12-04 00:00:00. This is the first announcement and call for papers for the international conference on "Factor Models in Economics and Finance", to be held at Cass Business School on Friday and Saturday, 4 and 5 December 2009. Recent years have seen an increasing use in economics and finance of models employing large datasets, involving the estimation of large number of parameters. The severe computational problems that these models involve...

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6th Conference in Actuarial Science and Finance

Wed, 15 Jul 2009 03:52:34 -0700

Location: University of the Aegean, Samos, Greece. Date:2010-06-03 00:00:00. The Department of Statistics & Actuarial – Financial Mathematics of the University of the Aegean is pleased to host the 6th Samos Conference in Actuarial Science and Finance, to be held on Samos,on June 3-6, 2010. This event, jointly organized with the Katholieke Universiteit Leuven, the Université Catholique de Louvain and the Københavns Universitet, provides a forum for state-of-the-art...

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44th Euro Working Group on Financial Modelling meeting

Wed, 15 Jul 2009 03:24:48 -0700

Location: Costa Rica. Date:2009-12-07 00:00:00. The EURO Working Group on Financial Modelling was founded in September 1986 in Lisbon. The primary field of interest for the Working Group can be described as "financial models that help to solve problems faced by financial decision makers in the firm, intermediaries and the investment community". From this the following objectives of the Working Group are distinguished: - Providing an international forum for exchange of information and experience...

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The 3rd Financial Risks Forum on "Risk Dependencies"

Wed, 15 Jul 2009 03:21:10 -0700

Location: Paris, France. Date:2010-03-25 00:00:00.

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Modelling Financial Risk

Tue, 07 Jul 2009 08:21:57 -0700

Location: London, UK. Date:2009-12-07 00:00:00. In current market conditions a rigorous approach to risk management is essential. This programme applies some of the latest econometric and data handling techniques to practical problems faced daily by organisations operating in the capital markets. The course is highly relevant to anyone analysing or interpreting financial market data. Who The Course is For - Traders - Risk Managers - Strategists - Consultants - Middle and Senior Managers ...

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Implementing Fundamental Quantitative Techniques

Tue, 07 Jul 2009 08:13:55 -0700

Location: London, UK. Date:2010-01-11 00:00:00. In a complicated financial world a detailed understanding of the application of quantitative techniques is essential. This course provides an in-depth coverage of practical quantitative methods important in today's financial markets. This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough understanding of these important techniques. Who The Course is For Anyone...

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CERAM - ESC Lille

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...

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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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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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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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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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The Business of Model-Based Trading (pdf)

Sat, 19 Jan 2008 09:15:23 -0800

A presentation produced by the Prediction Company and hosted at foquant.com.

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ICMA Centre, Henley Business School

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

Reading, GB - Academic and Executive Education, Research and Consultancy for the Financial Markets The ICMA Centre at Henley Business School, University of Reading has an international reputation for undergraduate, postgraduate and executive education for the financial markets. Established in 1991 with funding provided by the International Capital Market Association (ICMA) in Zurich, the Centre is housed in a purpose-built modernist building with state-of-the-art facilities including three...

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Incisive Media Events

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

London, GB -

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S-Messenger

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Ultra.net

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