Jörg Kienitz

Jörg Kienitz

Jörg Kienitz lectures at university level on advanced financial modelling and implementation at the universities of Cape Town (UCT) and Wuppertal (BUW) where he is Adjunct Associate Professor, respectively Assistant Professor. He is a speaker at several major quant finance conferences including Global Derivatives and WBS Fixed Income. He is Partner at Acadia Quantitative Services where he is responsible for business development, pricing models research and risk management consulting. Prior to this he was a Director at Deloitte and Co-lead of the quant team. Before joining Deloitte, he was Head of Quantitative Analytics at Deutsche Postbank AG where he was involved in developing/implementing models for pricing, hedging and asset allocation.

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Articles by Jörg Kienitz

Robust product Markovian quantization

In this paper the authors formulate the one-dimensional RMQ and d-dimensional PMQ algorithms as standard vector quantization problems by deriving the density, distribution and lower partial expectation functions of the random variables to be quantized at…

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