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!
Events
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End of LIBOR Breakfast Workshop
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Autumn Event 2019
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Benchmark reform breakfast seminar
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College Tour on Data Analytics for Professionals, Vol 3
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Spring Event 2019
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Validation of Machine Learning Models
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Python breakfast seminar
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College Tour on Data Analytics for Professionals, Vol 2
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Autumn Event 2018
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Quant Careers 2018
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College Tour on Data Analytics for Professionals
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Spring Event 2018
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Autumn Event 2017
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Quant Careers 2017
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Spring Event 2017
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Autumn Event 2016
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Quant Careers 2016
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Spring Event 2016
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Boom Bust Boom
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Autumn Event 2015
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Quant Careers 2015
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Spring Event 2015
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Autumn Event 2014
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Quant Careers 2014
News
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Autumn Event 2019 Summary
On 28 November 2019 we organised our annual TopQuants Autumn event on current topics in modelling at the Science Park — Read more
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Study Group Mathematics with Industry
Does your company have problems of a mathematical nature but no time to look into them? Would you like to — Read more
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Best Quant Finance Thesis Award 2019
TopQuants in cooperation with Quants.NL and EY announce the 2019 edition of the BEST QUANT FINANCE THESIS AWARD Call for submission Master — Read more
