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Wilmott Quantitative Finance Technology User Survey
Wilmott/Wiley 514 Views

Functioning at the intersection between science and commerce, Quantitative Finance practitioners are integral to the development, adoption and standardization of technology throughout the finance industry.

In the aftermath of the global financial crisis, the painful reorganization of the financial industry, the acceleration and diversification of the information revolution, and amidst the plethora of new technologies available it is more difficult than ever to see beyond the buzzwords.

As a unique group of professionals Quantitative Finance practitioners are responsible for relentlessly striking the balance between speed, accuracy and efficiency for the core function of the industry they serve. A balance painstakingly achieved through the deployment of technology.

Wilmott Magazine, in association with Misys, UnRisk, Mathworks and HP Vertica are conducting a timely survey on the key areas and topics of technology that are currently impacting on the Quantitative Finance community. The results will provide a clear view of the realities of financial technology today; even more so to make a sound assessment of the trends in technology that will ultimately deliver tomorrow.

Click Here To Complete The Survey

Pricing with Jump Signals in the PDE Framework: Wilmott Magazine Article
Domingo Tavella & Stewart Inglis 1522 Views

The concept of a jump, which is usually interpreted as a sudden change in the value either of an underlying asset or of a derivative security, provides a suitable framework that can be generalized to solve a number of problems involving unanticipated signals. In this paper we discuss the practical implementation of jump models in a partial differential equation framework for pricing derivatives under a known and unknown number of jumps, regime changes, and reorganization. The framework lends itself ideally to treatment with finite differences, and allows complex contingencies to be introduced in a straightforward manner.

[First published in issue 24 of Wilmott - July 2006]

Advanced Risk and Portfolio Management (ARPM) Bootcamp - New York - August 15-20, 2016
Advanced Risk and Portfolio Management (ARPM) Bootcamp

The Advanced Risk and Portfolio Management (ARPM) Bootcamp is a 6-day (+2 days conference) intensive, quantitative course led by Attilio Meucci. Topics include portfolio construction, factor modeling, liquidity and execution, estimation, risk modeling, optimization, and much more.
The program is delivered as theory, live simulations, review sessions and exercises.

Attendees are eligible for various certifications upon the successful completion of the program: 40 GARP CPD, 40 CFA Institute CE credits, academic credit, ARPM Certificate.

Start date: August 15, 2016. End date: August 20, 2016.

Venue: New York University Skirball Center for the Performing Arts 566 LaGuardia Pl, New York

For questions and information, please, contact Zorica Ivanovic, email: bootcamp@arpm.co

For more details, please, visit our website: http://www.arpm.co/

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