Quantitative analysis
Banks will struggle to fill top quant roles, says Andreasen
Jesper Andreasen slams new generation of quants as indoctrinated "muppets", incapable of independent thought
Don't blame the quants, says Merton
Quantitative models were unfairly criticised in the aftermath of the financial crisis, says legendary quant and co-creator of the Black-Scholes equation, but there’s plenty for quants to work on in the current environment
Quant Congress USA: SEC using models to look for the next Madoff
A decision by the SEC to invest in quantitative research is paying off, with recent enforcements in the hedge fund space a result of warnings generated by models, says SEC chief economist
Asian institutional investors focus on quantitative risk management
Investors in Asian institutions are catching up with European and North American counterparts in demanding quantitative risk measures and risk numbers as part of their investment mandate, says risk head at AmInvestment Group in Malaysia
Sponsored interview: Neil McGovern and Horace Chow of Sybase
Neil McGovern and Horace Chow discuss market trends, new regulation and areas of growth in the Asia region
Quants of the year: Jesper Andreasen and Brian Huge, Danske Bank
Risk awards 2012
Cutting Edge: the year of CVA
The year of CVA
Quant Congress Europe: Quants urged to ditch equilibrium models
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Quant Congress Europe: Peter Carr introduces ‘meta-modelling’
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
Right Laplace, right time
Right Laplace, right time
Q&A: Myron Scholes on LTCM, crisis lessons and the value of intermediation
Quants' golden age
Myron Scholes predicts 'golden age' for quants
Top quant sees bright future for mathematical finance as it tackles problems thrown up by the crisis
LTCM had ‘too much risk to be sustainable’ says Myron Scholes
Collapse of Long Term Capital Management was due to excessive leverage and shows perils of over-reliance on classical portfolio theory
Enter the quant regulator
Enter the quant regulator
OpRisk North America: risk appetite, supermodels and reform
Northern exposure
The quant delusion
The quant delusion
Former BarCap credit quant joins consultancy
Former BarCap credit quant joins consultancy
Structured funds house of the year
Structured Products Europe Awards 2010
New State Street index measures fragility of US equity markets
State Street launches index measuring elasticity of US equity markets
Barclays Capital tailors indexes to US stable value industry
Barclays Capital tailors indexes to US stable value industry
Quant unlocks the physics of the flash crash
The flash crash was statistically distinct from other market panics, and can be understood with a little help from the physics of supercool magnets
15 minutes with: Stacy Williams, HSBC
Senior quant discusses the high levels of cross-asset correlation across today's markets