For top schools, some of the most important students are the ones that have already graduated
Global head of market modelling is no longer with the bank, say industry sources
Risk awards 2012
Morgan Stanley quant tells Risk's annual European quantitative finance event that modelling assumptions should be considered in light of calibration needs - even if this leads to discrepancies
Peter Carr, recipient of Risk 's 2003 quant of the year award, discussed the pricing and hedging of volatility derivatives in the first of a series of quantitative modelling talks at Risk USA today.
Peter Carr, recipient of Risk 's 2003 quant of the year award, will discuss how fast Fourier techniques can be applied to option valuation problems during his address at Risk Europe on April 9.