Newsletter, Vol. 4, No. 1
The TopQuants team proudly presents the first issue of our 2016 newsletter series. This time the content is as follows:
- Autumn Event 2015 summary – a summary of the event held at EY
- Quants and Emotions – a summary of the Quant Careers 2015 minisymposium
- Boom Bust Boom – a summary of the screening for a TopQuants audience
- Impact of negative rates on pricing models – by Veronica Malafaia (ING)
- Bank-less future: how FinTech start-ups might take over the financial system – by Laurens Kolkman (KPMG)
- ALM risk penalty methodology – by Frank Pardoel, Hans Heintz and Pim Poppe (RiskQuest)
- Valuation with liquidity risk – by Bert-Jan Nauta
For now – happy reading, and we hope to welcome a lot of you at our upcoming Spring Keynote on Complexity theory and financial regulation on Thursday the 12th of May at KPMG!
News
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Save the date – Spring Event 2018
Blockchain and cryptocurrencies in finance Having been invented by Satoshi Nakamoto in 2008, blockchain made bitcoin the first digital currency — Read more
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Register for Autumn 2017 now
Registration for our Autumn Event 2017 is open now, the event will take place on November 9, 2017.
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Register for Quant Careers 2017 now
Registration for Quant Careers 2017, the event around our Best Quant Finance Thesis Award, is open now. The event will take place on November 3, 2017.