Newsletter, Vol. 4, No. 2
The TopQuants team proudly presents the second issue of our 2016 newsletter series. This time the content is as follows:
- Spring Event 2016 summary – a summary of the event held at KPMG
- Quant Careers 2016 Minisymposoum – a summary of the Quant Careers 2016 event
- Interest averaging impacts risk management practices of financial institutions – by Roald Waaijer, Michiel Hopman and Bauke Maarse (Deloitte)
- On how to “fix” arbitrage-generating volatility parameterizations – Lech Grzelak (ING) and Cees Oosterlee (CWI)
- Upcoming quant events
For now – happy reading, and we hope to welcome a lot of you at our upcoming Autumn Event on Current Topics in Modelling this coming Thursday at Deloitte!
Quants.NL in cooperation with TopQuants and EY announce BEST QUANT FINANCE THESIS AWARD Call for submission Graduates of Master’s programs and — Read more
Autumn 2018 will take place at Van Lanschot Kempen’s offices in Amsterdam. Let us know if you want to contribute!
Registration for our Spring Event 2018 is open now, the event will take place on May 24, 2018.