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!