Newsletter – Vol. 3, No. 1
The TopQuants team presents the first issue of our 2015 newsletter series. We continue to hear positive opinions from the Quant community on the newsletter articles and also see the increased readership which is quite encouraging. We cordially invite you all to contact us with your ideas and submissions that you may have for the newsletter.
The current issue covers the TopQuants Autumn Event 2014, held at KPMG’s offices in Amstelveen. Several speakers have submitted an extended summary of their presentations, to be precise Philippos Papadopoulos (founder of Open Risk), Robert van Gulick (risk manager at Optiver), Pim Stohr (Zanders), Giampietro Carpentieri (Cardano), Bauke Maarse (Senior Consultant, Deloitte) and finally Jok Tang (Senior Mathematical Consultant, VORtech) and Denys Semagin (NN Re).
The newsletter also touches on the fact that TopQuants will assume the status of a formal association in 2015, and has also undergrone a major rebranding of its webpage by VI/Company.
Three further articles come forth out of our Quant Careers 2014 event. The winner and the two runners up have kindly submitted a short summary of their Master’s thesis. Rob Sperna Weiland (VU/UvA/Rabobank), the winner of the thesis award, wrote his thesis titled Liquidity Risk in the Sovereign Credit Default Swap Market and was highly praised by the jury for relevance and potential impact on the quantitative finance industry. Sebastiaan Borst (TU Delft/Rabobank) received the second prize, and wrote his thesis on the Efficient pricing of CMS swaps. Finally, Lin Zhao (UvA, Tinbergen Institute, Duisenberg School of Finance) focussed on Real Options perspective on valuing Gas Fields.
We hope you will enjoy reading this newsletter and we look forward to seeing you at the upcoming TopQuants event(s).
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