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International Association of Financial Engineers's Blog


The IAFE is a not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field.

IAFE student competition in evaluating and hedging Greek and California sovereign risk won by UC Berkeley

February 22, 2012 Comments (0)

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...

Robert Engle Selected as the Recipient of the 2011 IAFE/SunGard Financial Engineer of the Year Award

January 10, 2012 Comments (1)

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...