Quantitative finance
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