TopQuants – Newsletter – Volume 1 – Issue 1
Dear Reader,
The TopQuants team is pleased to present the first issue of our newsletter. We intend to publish the newsletter semi-annually from now onwards. As with all our efforts, it is
intended to serve the quant community in the Netherlands. We would like to stay in touch with you, keep you posted between our two events, namely the spring keynote and the autumn/ winter workshops.
In the newsletter, you can expect to find news relevant to the quant community, technical articles, and additional information on recent events as well as announcements of future events. We hope that this matches with your interests. But the newsletter is also what you make of it! We are open to your suggestions, and are looking forward to receiving your comments and contributions. If there is a topic you would like to bring to the
attention of your fellow quants in this country, why not write an article about it for this newsletter? Please contact us to discuss how it may be done.
This issue of the newsletter starts with an interview we have recently conducted with SNS, the main sponsor of our upcoming keynote event in May 2013. A “save-the-date” email for this event will follow soon. The newsletter also includes summaries of all
the parallel sessions held at the 2012 TopQuants autumn workshop – handy if you want to refresh your memory of the session you have attended or find out about all those interesting sessions you could not attend personally. Note that in some summaries
we have also included updates, i.e. recent research developments from the speaker after the event.
This issue also features two technical articles. In the first article, Cyril Schmidt from the Quantitative Trading Risk Analytics Group in ABN AMRO discusses the personal experiences of his team with GPU programming, its benefits and the issues they
encountered. In another joint article, Eric Beutner, Antoon Pelsser and Janina Schweizer from the Department of Quantitative Economics, Maastricht University, present a novel analytical framework for statically replicating contingent claims through
orthonormal basis functions, in the context of insurance liabilities. Antoon is of course well-known to regular attendees of TopQuants events as the key note speaker of 2012.
We hope you will enjoy reading this newsletter and we look forward to seeing you at the upcoming TopQuants event(s).
Aneesh Venkatraman
(on behalf of TopQuants)
Events
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Quant Careers 2024
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Spring Event 2024
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Autumn Event 2023
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College Tour for Professionals, Vol 4
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Spring Event 2023
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Young Quant Finance Professionals Symposium 2023
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Autumn Event 2022
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Spring Event 2022
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Spring Event 2021
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Autumn Event 2020
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Spring Event 2020
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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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Official opening of the AI4Fintech program
On behalf of AI4Fintech, we cordially invite you to the official opening of the cross-faculty AI4Fintech program. AI4Fintech is honoured to have Steven — Read more
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Register for Spring 2024 now
Registration for our Spring Event 2024 is open now, the event will take place on June 18, 2024.
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European Best Quant Finance Thesis Award 2024
TopQuants in cooperation with Quants.NL and EY announce the 10th anniversary edition of the EUROPEAN BEST QUANT FINANCE THESIS AWARD Call — Read more