Quantitative finance
Quant Guide 2017: Pierre and Marie Curie University
Paris, France
Quant Guide 2017: Massachusetts Institute of Technology
Sloan School of Management, Cambridge, USA
Quant Guide 2017: Paris Diderot University
Paris, France
Quant Guide 2017: Columbia University
New York City, USA
Quant Guide 2017: Maharishi University of Information Technology
School of Financial Engineering, Noida, India
Quant Guide 2017: University of Sydney
Sydney, Australia
Quant Guide 2017: EISTI
Cergy-Pontoise, France
Quant Guide 2017: Imperial College London
London, UK
Quant Guide 2017: City, University of London
Cass Business School, London, UK
Quant Guide 2017: University of Turin
Collegio Carlo Alberto, Moncalieri, Italy
Quant Guide 2017: University of Chicago
Chicago, USA
Quant Guide 2017: Carnegie Mellon University
Tepper School of Business, Pittsburgh, USA
Quant Guide 2017: Boston University
Questrom School of Business, Boston, USA
Quant Guide 2017: University of California, Berkeley
Haas School of Business, Berkeley, USA
Quant Guide 2017: University of Leuven
Leuven, Belgium
Cutting Edge introduction: another FVA?
Including funding costs and benefits in derivatives prices is a controversial topic, closely tied up with the credit and debit valuation adjustments of counterparty risk. But new research suggests that, even with no default risk, differences in the…
Quant Congress Europe: Quants “waiting for Godot” since crisis
Top Bank of America quant, Alex Lipton, says subject still needs overhaul
Isda AGM: Risk and Isda launch new derivatives research award
First OTC derivatives research award will be given in February 2014
Robust hedging of withdrawal guarantees
Robust hedging of withdrawal guarantees