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How I Successfully Forecast The Results Of The UK General Election 2015
Paul Wilmott

Brought to you by Wilmott.com and the CQF Institute, Dr. Paul Wilmott talked about how he applied elementary quantitative finance techniques in the run up to the UK General Election 2015 to successfully predict the next government.
Comparisons are made between elections and derivatives valuation, and this allows forecasting pitfalls to be avoided, pitfalls that most, if not all, professional forecasters fell into. The results were thus far better than those made by said professionals.

CQF Turns Eleven
Wilmott Magazine

As the Certificate in Quantitative Finance marks its 11th year we take a look at the history of a program that has built a reputation on delivering far beyond expectations.

Optimal Hedging Strategies With an Application to Hedge Fund Replication: Wilmott Magazine Article
Alexandre Hocquard, Nicolas Papageorgiou & Bruno Rémillard 813 Views

The derivation of the bivariate Payoff Distribution model by Kat and Palaro (2005) represents an interesting contribution to the performance evaluation and asset pricing literature. Nonetheless, their approach for evaluating the function is significantly flawed. Recently, Papageorgiou et al. (2007) have proposed a much more robust approach to modeling the marginal distributions and copula functions, and also extend the results of Schweizer (1995) to evaluate the model and derive an optimal dynamic trading (hedging) strategy. In this paper, we will discuss the technical challenges of implementing a multivariate extension of Dybvig (1988) model and discuss the possible solutions.


V-FI London 2015 - Main Conference: 17 - 18 June 2015 - 10% Discount
V-FI London 2015

Pre-Conference Workshop: 16 June 2015
Main Conference: 17 - 18 June 2015
Post-Conference Workshop: 19 June 2015

London

Visit the website for full details and to register
After the great success of V-FI 2014, Europe?s leading valuation figures will gather once again in London this June. With over 200 in attendance in 2014 this is the must attend event for the valuation community.

Highlights for 2015 include:
60+ Valuation industry speakers
200+ attendees
Regulatory & Academic Keynotes
Industry-led panel discussions
Technical Control & Quant Streams

Visit the website for full details and to register - Quote VIP Code FKM62979WMTW for your special 10% discount!
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