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International Association of Financial Engineers wrote a new blog post titled IAFE student competition in evaluating and hedging Greek and California sovereign risk won by UC Berkeley
  The IAFE's student competition tackled the timely and important topic of sovereign credit risk. Commenting on the competition subject, IAFE Senior Fellow and Competition Honorary Chair Peter Carr said, "The sovereign credit crisis was chosen as the topic because of its timeliness and the IAFE's mission to help promote practical and timely research." The student teams were challenged to help improve the analysis and modeling of financial crises and sovereign risk.  Issues in the European debt markets and the recent downgrade of US debt raise concerns about the rapidly-growing...
2556 days ago
International Association of Financial Engineers wrote a new blog post titled Robert Engle Selected as the Recipient of the 2011 IAFE/SunGard Financial Engineer of the Year Award
January 6, 2012 — New York The International Association of Financial Engineers (www.iafe.org) and SunGard (http://www.sungard.com) today announced that Robert F. Engle, the Michael Armellino Professor of Finance at New York University and 2003 Nobel Laureate for Economics, has been named the 2011 IAFE/SunGard Financial Engineer of the Year (FEOY).  The award will be presented to Dr. Engle on February 2, 2012, at the New York Stock Exchange in New York City, during the IAFE/SunGard FEOY Award Gala Dinner. Commenting on his 2011 FEOY award, Dr. Engle said, “I am...
2599 days ago
MoneyScience   Congratulation to Professor Engle from the Team here at MoneyScience. 2599 days ago