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Property Derivatives: The Next Big Thing (Finally)?: Wilmott Magazine Article
Derek Nesbitt 490 Views

In this article we discuss the growth of the Property Derivative market, with an emphasis on the inherent difficulties in building standard pricing models for derivatives on an illiquid market such as real estate. We begin with an overview of the development of the property derivative market in recent years, and the impact of recent events relating to property valuations.

A Foreword to ?Noncommutative Geometry and Stochastic Calculus: Applications in Mathematical Finance?
Eric A. Forgy 3684 Views

Noncommutative geometry is a relatively new branch of mathematics pioneered by the Fields Medalist Alain Connes [1] during the early '80s. Since its inception, noncommutative geometry has established itself on the forefronts of modern research in mathematics and has been steadily etching a place for itself in theoretical physics. This is particularly true since the appearance of the influential paper by Seiberg and Witten [2], which as of the time of this writing has been referenced nearly a thousand times in just three years according to the preprint archive ( This marks an amazing explosion of noncommutative geometry onto the scenes of theoretical physics.

V-FI Valuation of Financial Instruments Americas 2015 - 20-23 October | New York
V-FI Valuation of Financial Instruments Americas 2015

20-23 October | New York, TBC

15% Discount Available with VIP Code FKM63267WML - Register today!

The only Financial Valuation Summit for Buy-Side and Sell-Side Firms is back for 2015.
Take a look at the latest agenda to see details of the 6+ Regulators, our world-leading speaker line-up, case studies, panel sessions and the return of our Global Heads panel - plus much more.

Key Highlights at V-FI Americas 2015

Regulators' Panel: Regulatory Agenda for Valuation

Put your questions to leading US and international regulators on key priorities for Valuation teams for 2015:

Kris Shirley, U.S. SEC
Ilaria Vigano, BLOOMBERG
Carlo di Florio, FINRA

Content for Buy-Side and Sell-Side Firms

The 2015 V-FI Americas programme features dedicated content for both Banks and Hedge Funds, Private Equity and Asset Managers.

Choose between technical streams and workshops to explore the content most relevant to your firm and priorities:

Global Heads of Valuation Control Panel

New Heads of Valuation Control will join old hands for the annual discussion on the strategic direction of the Valuation Industry. Featuring:

Sal Fortunato, GOLDMAN SACHS
Peter Buckwalter, J P MORGAN
Tony Cirincione, MORGAN STANLEY
Tanveer Bhatti, CITI

15% Discount available with VIP Code FKM63267WML - Register today!
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