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!
Registration for our Autumn Event 2017 is open now, the event will take place on November 9, 2017.
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.
Quants@VU in cooperation with TopQuants and EY announce BEST QUANT FINANCE THESIS AWARD Call for submission Master students and their — Read more