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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK- Click For Further Information

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Interview with Cyril Demaria, author of Introduction to Private Equity: Venture, Growth, LBO and Turn-Around Capital, 2nd Edition

April 4, 2014 Comments (0)

Interview with Cyril Demaria, author of Introduction to Private Equity: Venture, Growth, LBO and Turn-Around Capital, 2nd Edition
Buy this book direct at www.wiley.com and save 30% with our promo code MON30
Jacob Bettany: Would you mind telling us a little bit about yourself, and what motivated you to write this book and to update it for a 2nd edition?
Cyril Demaria: I’m French, and when I started working in the private equity business 15 years ago that was still largely an emerging...

Guest post: Do you have to be Abnormal to beat the Market ? By Peter Urbani, CEO KnowRisk Consulting

March 5, 2014 Comments (0)

In Mel Brooks's classic 1974 comedy, Young Frankenstein, the grandson of the original Dr Frankenstein (Gene Wilder) dispatches his faithful assistant Igor (brilliantly played by Marty Feldman) to steal a brain for his creation from a nearby laboratory. In his usual fashion Igor bungles it and brings back the wrong brain. When it becomes apparent that all is not well with the monster, Dr Frankenstein confronts Igor and asks whose brain he has just installed. Igor's response...

2013 Risk Manager of the Year: Robert B. Litterman

March 4, 2014 Comments (0)

The Global Association of Risk Professionals, (GARP, www.garp.org) announced today that it has awarded Robert B. Litterman, Partner and Chairman of the Risk Committee and Advisory Panel, Kepos Capital LP, the 2013 Risk Manager of the Year Award at the Association's 15th Annual Risk Management Convention & Exhibition, held at the New York Marriott Marquis in New York City. "It is an honor to receive this recognition," said Robert B. Litterman, Partner, Kepos Capital LP, "Risk management is...

Capital Fund Management & Imperial College create the CFM-Imperial Institute of Quantitative Finance

February 25, 2014 Comments (0)

In collaboration with a European hedge-fund, Imperial College London has launched a new research partnership to model risk in financial markets.
The global financial crisis has underlined the need for a better understanding of market failures and risks. A key focus of the Institute will be on new quantitative approaches for modelling and managing risk, blending the academic and market expertise of the two partners.
Capital Fund Management (CFM) and the Department of Mathematics at...

Interview with Jörg Kienitz, co-author with Daniel Wetterau of Financial Modelling: Theory, Implementation and Practice with MATLAB Source

February 24, 2014 Comments (0)

Interview with Jörg Kienitz, co-author with Daniel Wetterau of Financial Modelling: Theory, Implementation and Practice with MATLAB Source. Buy this book direct from Wiley and enter promo code MON30 at the checkout to receive 30% off your copy.
Jacob Bettany: Thank you very much for joining us Jörg. Could you begin by telling us a little bit about yourself and your colleague Daniel Wetterau?
Jörg Kienitz: Yes, thank you Jacob. I have a mathematical background, I studied Math...

MoneyScience interviews Ciby Joseph, author of Advanced Credit Risk Analysis and Management

February 19, 2014 Comments (0)

Buy Advanced Credit Risk Analysis and Management direct from Wiley and enter promo code MON30 at the checkout to receive 30% off your copy.
Jacob Bettany: Could you begin by telling us a little bit about your background and how you came to write this book?Ciby Joseph: I would like to introduce myself as a veteran risk management professional with two decades of banking experience. My expertise includes risk analysis, credit risk management, derivative risk management, financial analysis,...

Counterparty credit risk, collateral and funding - an interview with Professor Damiano Brigo

January 13, 2014 Comments (0)

Prof. Damiano Brigo is Chair and co-Head of Mathematical Finance at Imperial College, London, consistently ranked among the top 10 world universities, and Director of the Capco Research Institute in the industry. Damiano’s previous roles include Gilbart Professor and Head of Group at King's College, Managing Director and Quantitative Innovation Global Head in Fitch, Head of Credit Models in Banca IMI and Fixed Income Professor at Bocconi.
Damiano published more than 70 works in top...

Alain Ruttiens on his book Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues

January 10, 2014 Comments (0)

In this interview we talk with Wiley Author, Alain Ruttiens about his new book: Mathematics of the Financial Markets, Financial Instruments and Derivatives Modeling, Valuation and Risk Issues.
Alain is an Affiliate Professor at ESCP Europe Paris campus, where he teaches Mathematics of the Financial Markets. He holds a Masters Degree in Chemical Engineering (Faculté Polytechnique de Mons, Belgium), with a further degree in Operational Research (FUCAM, Mons, Belgium). Most of his career...

Video - Marco Avellaneda: "The Era Of The Pure Quant Is Over"

January 7, 2014 Comments (0)

Marco Avellaneda, Professor Of Mathematics, Courant Institute, NYU discusses future challenges and opportunities for quants at Global Derivatives 2013. He argues that quants can shine in the post-crisis environment by dedicating time to understanding the "pipes" of the financial system and showing they are people who understand systemic risk. There are a lot of interesting challenges facing the market and we must ensure we become problem solvers rather than complicators.

MoneyScience - A year in Interviews 2013

December 18, 2013 Comments (0)

In a trend we aim to continue in 2014, this year we've been publishing interviews with various movers and shakers in the finance and quantitative finance community.

MoneyScience Interviews 2013

C# for Financial Markets - An interview with Daniel J Duffy
Moorad Choudhry's Principles of Banking
Investor Relations (2nd Edition) - an interview with author Anne Guimard
Strategy, Value and Risk - An Interview with Jamie Rogers
Open Source Finance 2. OpenGamma, Risk Analytics and Next...