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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700
'imperial college london' related content
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Event: Recent Advances in Algo and HF Trading
This confenrece is in now in cooperation with the Society for Industrial and Applied Mathematics (SIAM) activity group on Financial Mathematics and Engineering.
Event: Workshop on Large deviations and asymptotic methods in finance
Asymptotic methods span a large number of results on the estimation of rare-event probabilities and the computation of the asymptotic behaviour of partial differential equations. Over the last decade the theory has been successfully applied to the area of quantitative finance, ranging from Monte Carlo estimators and importance sampling to implied volatility asymptotics, to large portfolio losses, to long-term investment strategies and to asymptotic arbitrage. The aim of this workshop is to gather experts in the area of large deviations and asymptotic methods and highlight its diverse impacts on mathematical finance.
Event: Macro and Financial Econometrics Conference
The Alfred-Weber-Institute for Economics at Heidelberg University and Quantitative and Qualitative Analysis in Social Sciences (QASS) jointly organize a two day conference on
Macro and Financial Econometrics
September 29 and 30, 2011, Heidelberg, Germany
Keynote Speakers
