The MathFinance Newsletter
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4-6 June 2008: Advanced Risk and Portfolio Management by Dr Attilio Meucci
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25.Apr.2008
MathFinance Job Exchange
DFA Capital Management: ESG Business Development & Quantitative Analyst, Cologne, Germany; Zurich, Switzerland; and Purchase, NY
Professor of Finance, Warwick Business School
Assistant Professor or Associate Professor (3 posts), Finance Group, Warwick Business School
Tenure-track positions in actuarial science and quantitative finance, Universidad Carlos III de Madrid, Dept of Business Administration
Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Swiss Finance Institute Training Course on Energy and Emission Trading, Geneva, Switzerland, 12-15 May 2008
Swiss Finance Institute Training Course on Practical Solutions for Econometric Issues in Asset Allocation, Geneva, Switzerland, 19-23 May 2008
Modelling & Measuring Energy Risk. Pre-workshop: May 20, Conference: May 21-22, Barcelona, Spain
Swiss Finance Institute Training Course on Advanced Equity Portfolio Management - I, Geneva, Switzerland, June 2-6 2008
Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
Property Derivatives Workshop, London, Monday 23 June 2008
4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
Conference: Computational Methods for Pricing and Hedging Exotic Options. Mathematics Institute, University of Warwick: 11-12 July 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
SIAM Conference on Financial Mathematics & Engineering, New Brunswick, New Jersey, November 21-22 2008
MathFinance Resources
Heard on the Street: Quantitative Questions from Wall Street Job Interviews, by Timothy Falcon Crack
cplusplus.com - The C++ Resources Network
Boost provides free peer-reviewed portable C++ source libraries
MoneyScience and Geocast launch Business Video Platform, MoneyScience.TV
11.Apr.2008
MathFinance Job Exchange
Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 11 April 2008
Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
Swiss Finance Institute Training Course on Private Equity, Geneva, Switzerland, 21-24 April 2008
Swiss Finance Institute Training Course on Financial Econometrics and Forecasting, Geneva, Switzerland, 28 April 2 May 2008
Swiss Finance Institute Training Course on Interest-Rate Models: Theory and Practical Applications, Geneva, Switzerland, 5-9 May 2008
Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
Property Derivatives Workshop, London, Monday 23 June 2008
4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
Conference: Computational Methods for Pricing and Hedging Exotic Options. Mathematics Institute, University of Warwick: 11-12 July 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
MathFinance Resources
Professor Merks Finanzlexikon
22.Mar.2008
MathFinance Job Exchange
Senior Lectureship / Lectureship in Financial Mathematics at University College Cork, Ireland
Research Fellows in Financial Mathematics in Ireland
Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Frankfurt MathFinance Conference 2008: Check for latest slides and papers
Latest Developments: Commodities & Commodity Derivatives, London, 2 - 3 April 2008
Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 11 April 2008
Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
Property Derivatives Workshop, London, Monday 23 June 2008
Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
Campus for Finance Research Conference at WHU invites papers for Jan 14-15 2009
MathFinance Resources
Financial Numerical Recipes in C ++ - A webpage by Bernt Arne Ødegaard
ClickOptions - an online trading platform for derivatives and structured products
Stochastic Programming Community Home Page
MathCode C++: Generates Optimized C++ Code from Mathematica Programs
07.Mar.2008
MathFinance Job Exchange
Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
Chair in Financial Mathematics/Actuarial Science Department of Mathematics at the University of Leicester Available from 1 September 2008
Derivatives Analyst for the Risk Management Directorate at European Investment Bank, Luxembourg.
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 14 March, 11 April 2008
MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
Frankfurt MathFinance Conference, 17-18 March 2008
Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
Latest Developments: Commodities & Commodity Derivatives, London, 2 - 3 April 2008
11th Conference of the Swiss Society for Financial Market Research, Zürich, 11 April 2008
Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
Property Derivatives Workshop, London, Monday 23 June 2008
Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
Special Semester on Stochastics with Emphasis on Finance, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Sept - Dec 2008
MathFinance Resources
Financial Numerical Recipes in C ++ - A webpage by Bernt Arne Ødegaard
ClickOptions - an online trading platform for derivatives and structured products
Stochastic Programming Community Home Page
MathCode C++: Generates Optimized C++ Code from Mathematica Programs
22.Feb.2008
MathFinance Job Exchange
Quantitative Researcher / Quantitative Developer im Bereich Corporates & Markets der DekaBank für den Aufbau der Assetklassen übergreifenden Modell- und Methodenbibliothek.
Erfolgreiche, innovative Asset Management Gruppe in Zürich sucht einen Spezialisten als Datenbank Entwickler/in /-Programmierer/in
Stokes Professor of Financial Mathematics (Permanent) at Dublin City University
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 14 March, 11 April 2008
Training Course on Measuring Market Risk with Value-at-Risk - Methods, Implementation & Validation, The University of Piraeus Research Centre, Athens, 14-15 March 2008
MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
Frankfurt MathFinance Conference, 17-18 March 2008
Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
NMF2008 - 2nd International Conference on Numerical Methods for Finance, Dublin, Ireland, 4-6 June 2008
Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
First Call for Papers: Fourth International Longevity Risk and Capital Markets Solutions Conference, Amsterdam, 25 Sept 2008
MathFinance Resources
12.Feb.2008
MathFinance Job Exchange
Tenure-Track-Professur für Mathematik an der Universität St. Gallen
Stokes Professor of Financial Mathematics (Permanent) at Dublin City University
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 15 Feb, 14 March, 11 April 2008
Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
Frankfurt MathFinance Conference, 17-18 March 2008
Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
NMF2008 - 2nd International Conference on Numerical Methods for Finance, Dublin, Ireland, 4-6 June 2008
Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
MathFinance Resources
25.Jan.2008
MathFinance Job Exchange
Risikocontroller/-in at Assenagon Asset Management, Luxembourg
Market Risk Managner/Modeling at Bank Austria, Vienna
Credit Suisse Summer Internship in Fixed Income and Equities, London
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Financial Data Day at the Isaac Newton Institute, Cambridge, 31 Jan 2008
Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
Credit Suisse Equity Derivatives Workshop, Frankfurt, 6 March 2008
Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
Frankfurt MathFinance Conference, 17-18 March 2008
Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
PhD Quantitative Finance Day at the University of Zurich on Saturday, April 5 2008
Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
14th International Conference on Computing in Economics and Finance, University of Sorbonne, Paris, June 26-28 2008
Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
Special Semester on Stochastics with Emphasis on Finance, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Sept - Dec 2008
MathFinance Resources
FormelBaska: DTP-Formeleditor und Setzhilfe für LaTeX und MathML
11.Jan.2008
MathFinance Job Exchange
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
Frankfurt MathFinance Conference, 17-18 March 2008
Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
MathFinance Resources
Foreign Exchange Risk. The book by Jürgen Hakala and Uwe Wystup has been reprinted in softcover
28.Dec.2007
MathFinance Job Exchange
Financial Engineer (m/w) at LBBW Capital Markets Trading und Sales, Stuttgart, Germany
Quantitative Analyst (m/w) at LBBW Capital Markets Trading und Sales, Stuttgart, Germany
Project Leader for applied R&D and service projects in Financial Mathematics / Financial Engineering at Institute of Data Analysis and Process Design (IDP), Zurich University of Applied Sciences (ZHAW)
Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
Professorship in Mathematical Finance at the Faculty of Mathematics of the University of Vienna
Tenure-track Positions in Mathematics and Statistics at Universidad Nacional in Colombia
MathFinance Events
Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
Frankfurt MathFinance Conference, 17-18 March 2008
Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
MathFinance Resources
Investitionen: Bewertung, Auswahl und Risikomanagement von Siegfried Trautmann
12.Dec.2007
MathFinance Job Exchange
Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
MathFinance Events
Nicole el Karoui on "The optimal stopping problem revisited", Berlin, January 24-25 2008
Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
Frankfurt MathFinance Conference, 17-18 March 2008
Call for Papers: International Workshop on Credit Risk, Universite d'Evry Val d'Essonne, June 25-27 2008
Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
MathFinance Resources
C/C++ and C/C# interfaces with Mathematica
How to give a bad talk
26.Nov.2007
MathFinance Job Exchange
Senior Quantitative Developer at Barclays Global Investors (BGI), San Francisco
Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
Professor(s) / Associate Professor(s) / Assistant Professor(s) in the fields of financial engineering, information systems, logistics and supply chain management, optimization and operations research or related areas at the Chinese University of Hong Kong
Senior Research Associate at University of Technology, Sydney, School of Finance and Economics, Faculty of Business, Quantitative Finance Research Centre
Extraordinariat (W2) für Finanzmathematik an der Technischen Universität München
Two Senior Research Fellows in Quantitative Finance at the Oxford-Man Institute, University of Oxford, starting 1st September 2008
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
MathFinance Events
Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 - 29 November 2007
Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008,
Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
MathFinance Resources
English-German translator for Excel functions
New book by Christian Fries: Mathematical Finance: Theory, Modeling, Implementation
New book by Peter Kohl-Landgraf: PDE Valuation of Interest Rate Derivatives. From Theory To Implementation
05.Nov.2007
MathFinance Job Exchange
Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
Quantitative analysts/structurers and Strategists at junior to mid-level for Top Tier US and European Investment Banks, Energy companies, Software Houses, Hedge Funds and Asset Management in London, Hong Kong, Tokyo, Singapore and the US
Faculty Positions in Actuarial Science and/or Mathematical Finance in the Robinson College of Business at Georgia State University
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
MathFinance Events
Finance-Seminar Monte-Carlo-Methoden, Düsseldorf, 8 - 9 November 2007
Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 - 29 November 2007
Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
MoneyScience Master Class - Mark Joshi: Implementing the LIBOR Market Model, London, 24 - 25 January 2008
Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
MathFinance Resources
Exotic Option Calculator by Sitmo
Benchmarks for Optimization Software by Hans Mittelmann
Papers on automatic differentiation and greeks
15.Oct.2007
MathFinance Job Exchange
Tenure-track Appointment at the Department of Mathematics and Statistics at York Univesity
University of California - Open level position in Stochastic Analysis
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
MathFinance Events
Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 -29 November 2007
Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
Structured Products and Credit Derivatives, Paris, 27 - 28 March 2008
MathFinance Resources
eFinancialCareers - The Financial Job Marketplace
28.Sep.2007
MathFinance Job Exchange
ESG Business Development & Quantitative Analyst at DFA Capital Management Inc.
Tenure-track faculty position at the rank of Assistant Professor in Financial Mathematics at the University of Western Ontario
Rand Merchant Bank Post-doctoral Research Fellowship in Mathematical Finance
The Applied Mathematics group at the Department of Mathematics and Computer Science, University of Antwerp is seeking a PhD student in Numerical Analysis
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
MathFinance Events
Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 -29 November 2007
Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
Mathematics in Finance Conference, Berg-en-dal Camp, Kruger National Park, South Africa, 1 - 6 September 2008
MathFinance Resources
New book by Guus Balkema and Paul Embrechts: High Risk Scenarios and Extremes - A geometric approach
New book by Wüthrich, Bühlmann und Furrer: Market-Consistent Actuarial Valuation
Special issue of Finance and Stochastics: Computational Methods in Finance
10.Sep.2007
MathFinance Job Exchange
Trading & Derivatives der Privatbank Sal. Oppenheim jr. & Cie. sucht eine(n) Mitarbeiter(in) im Frontoffice für die Modellentwicklung von exotischen Derivaten
The Department of Mathematical and Statistical Sciences at the University of Alberta invites applications for a tenure-track position in the area of Mathematical Finance
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, 17-22 Sept 2007
The 4th Fixed Income Conference: London, 19-21 Sept 2007
Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
Conference on Finance, Stochastics and Insurance, University of Bonn, Germany, February 25-29 2008
MathFinance Resources
The Fourier Space Time-stepping (FST) calculator by Vladimir Surkov
New book by Wiley Finance: How I Became a Quant: Insights from 25 of Wall Street's Elite edited by Barry Schachter and Richard R. Lindsey
marketindex - ABN AMRO's new trading platform for active traders
16.Aug.2007
MathFinance Job Exchange
Head of Portfolio Solutions at Barclays Global Investors (BGI) San Francisco, CA
Risk Manager at Frankfurt School of Finance & Management: European Fund for Southeast Europe
Nachwuchskräfte im Controlling und Portfolio Management, Atel Energie AG Düsseldorf
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, 17-22 Sept 2007
The 4th Fixed Income Conference: London, 19-21 Sept 2007
Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
MathFinance Resources
New book by Wiley Finance: Credit Risk Modeling using Excel and VBA , with DVD by Gunter Löffler, Peter N. Posch
23.Jul.2007
MathFinance Job Exchange
Postdoctoral Research Fellowship in Mathematical Finance, Vienna Institute of Finance
Market Risk Manager/Modeling, Bank Austria Creditanstalt AG
Postdoctoral Fellow(s), Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
The 4th Fixed Income Conference: London, 19-21 Sept. 2007
MathFinance Resources
Foundation of: The Oxford-Man-Institute of Quant Finance
02.Jul.2007
MathFinance Job Exchange
Senior Postdoctoral Research Fellow at the Oxford-Man Institute, University of Oxford: Market Microstructure Modelling
Research Associate Position at University of New South Wales, Australia
Financial Engineers Capital Market Structures (Equities/Rates), Erste Bank, Wien
A Position as an Associate Professor, University of Aarhus
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 4 – 6 July 2007
The 4th Fixed Income Conference: London, 19-21 Sept. 2007
MathFinance Resources
Online Academic Advisor - a social networking website for the global academic community
Investitionen: Bewertung, Auswahl und Risikomanagement von Siegfried Trautmann
11.Jun.2007
MathFinance Job Exchange
Faculty Positions in Financial Engineering, Reykjavík University
Zwei Praktikanten/innen in Frankfurt für den Bereich Quantitative Analysis, Sal. Oppenheim
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Modelling Cross-Commodity Relations for Energy Markets - electricity, gas and CO2. Stockholm, June 19-20 2007
Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Hong Kong 25-27 June 2007
Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 4 – 6 July 2007
1st Leipzig Workshop on Quantitative Risk Management, Radisson SAS Hotel Leipzig, 5-7 Sept 2007
The 4th Fixed Income Conference: London, 19-21 Sept. 2007
MathFinance Resources
Attilio Meucci's MATLAB routines for risk and portfolio management available
14.May.2007
MathFinance Job Exchange
Research Associate in the Area of Financial Mathematics and Econometrics, ZHW, Zürich
Financial and Economic Modeling, DFA Capital Management Inc., Cologne, Germany; Zurich, Switzerland; and Purchase, NY
Client-focussed Quant at European corporate derivatives and structured products origination group, Credit Suisse
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
MathFinance Events
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Hong Kong 25-27 June 2007
Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
57th Annual Meeting - Midwest Finance Association, February 27-March 1, 2008
MathFinance Resources
New book by Nikolai Dokuchaev: Mathematical Finance: Core Theory, Problems and Statistical Algorithms
23.Apr.2007
MathFinance Job Exchange
Client-focussed Quant at European corporate derivatives and structured products origination group, Credit Suisse
Assistant or Associate Professor of Finance, Warwick Business School
Spezialist ALM Entwicklung C++ (w/m) Aktiv-/Passiv-Steuerung, Postbank
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
MathFinance Events
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
4. Derivate-Stammtisch Düsseldorf, 31 Mai 2007
Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
MathFinance Resources
Master of Quantitative Finance (M.SC.) at Frankfurt School of Finance & Management
10.Apr.2007
MathFinance Job Exchange
Research Assistant at the Department of Finance at HHL - Leipzig Graduate School of Management
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
MathFinance Events
LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
Finance Courses in Amsterdam
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, September, 17th-22nd, 2007
Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
MathFinance Resources
16.Mar.2007
MathFinance Job Exchange
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
IT-Consultant /Developer, Sal. Oppenheim, Frankfurt
Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
MathFinance Events
Finance Courses in Amsterdam
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 – 23 March 2007
Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
Frankfurt MathFinance Workshop March 26-27, 2007
Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 – 30 March 2007
Computational Finance World Congress, March 26, 2007, London
Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
Short Course on "Mathematics of Electricity Supply and Pricing", Queensland, 22-27 April 2007
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
Financial Econometrics and Forecasting, April 23-27, 2007, Geneva, Switzerland
Private Equity, April 30 - May 3, 2007, Geneva, Switzerland
Interest-Rate Models: Theory and Practical Applications, May 7-11, 2007, Geneva, Switzerland
Calibration, Estimation and Numerical Methods in Finance, May 21-25, 2007, Geneva, Switzerland
Practical Solutions for Econometric Issues in Asset Allocation, May 28-June 1, 2007, Geneva, Switzerland
Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
Structured Products, August 27-31, 2007, Geneva, Switzerland
Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
MathFinance Resources
Two key journals in fund management from Palgrave Macmillan
01.Mar.2007
MathFinance Job Exchange
Full Time Associate at Risk and Quantitative Analysis Group (RQA) of Credit Suisse Fixed Income Department
Full Time Position at Global Modeling and Analytics Group (GMAG) of Credit Suisse Fixed Income Department
Quantitative Summer Institute at Credit Suisse Fixed Income and Equities Department - Summer Internship
Quantitative Analyst, Risk Control at Erste Bank der Oesterreichischen Sparkassen AG, Vienna
Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
MathFinance Events
Finance Courses in Amsterdam
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007, New York City, 18 - 20 April 2007, Hong Kong 25-27 June 2007
Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 – 23 March 2007
Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
Frankfurt MathFinance Workshop March 26-27, 2007
Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 – 30 March 2007
Computational Finance World Congress, March 26, 2007, London
Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
MathFinance Resources
Looking for a Job in London? Why not take a look at CanaryWharfJobs.com
Developing Add-ins (XLLs) in Excel 2007
New Book on Mathematical Finance: Core Theory, Problems and Statistical Algorithms by Nikolai Dokuchaev
14.Feb.2007
MathFinance Job Exchange
Reader / Lecturer in Financial Mathematics at King's College London
Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
MathFinance Events
Einladung zum 3. Derivate-Stammtisch, 14. Februar, Buttershaker in Düsseldorf
Finance Courses in Amsterdam
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007, New York City, 18 - 20 April 2007, Hong Kong 25-27 June 2007
Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 – 23 March 2007
Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
Frankfurt MathFinance Workshop March 26-27, 2007
Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 – 30 March 2007
Computational Finance World Congress, March 26, 2007, London
Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
MathFinance Resources
Buy at 20% Discount: Wiley's Book of the Month: The LIBOR Market Model in Practice
Online Academic Advisor
C(omp)++: a new Collective Knowledge Portal for the Computational Finance community
31.Jan.2007
MathFinance Job Exchange
Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
Position in the Wissenschaftskolleg "Differential Equation Models in Science and Engineering", Financial and Actuarial Mathematics at Vienna University of Technology, Austria
Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
MathFinance Events
Finance Courses in Amsterdam
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007, New York City, 18 - 20 April 2007, Hong Kong 25-27 June 2007
Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 – 23 March 2007
Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
Frankfurt MathFinance Workshop March 26-27, 2007
Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 – 30 March 2007
Computational Finance World Congress, March 26, 2007, London
Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques, London, 7 - 8 June 2007
Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
MathFinance Resources
Fractal Geometry
Economymodels.com
Monte Carlo Excel Sheet with Parser
15.Jan.2007
MathFinance Job Exchange
Faculty Positions in Systems Engineering and Engineering Management, Chinese University of Hong Kong
Junior Quantitative Developer, LPA, Frankfurt a.M.
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
Frankfurt MathFinance Workshop March 26-27, 2007
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
Computational Finance World Congress, March 26, 2007, London
Call for papers: Journal of Risk Management in Financial Institutions
MathFinance Resources
Drawing in LaTeX
New Book on Copulasby Jörn Rank
A Atructured Products Pricing Tool by Dimitri Reiswich
20.Dec.2006
MathFinance Job Exchange
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
Frankfurt MathFinance Workshop March 26-27, 2007
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
Call for papers: Computational Methods in Finance, July 26-27, 2007, Waterloo, Canada
MathFinance Resources
UnRisk 2.5 released
06.Dec.2006
MathFinance Job Exchange
Front-Office Entwickler C++ & Java (m/w) bei Quanteam
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Einladung zum 2. Derivate-Stammtisch am 14.12. in Düsseldorf
Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
Frankfurt MathFinance Workshop March 26-27, 2007
Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
MathFinance Resources
Certificate in Quantitative Finance: Start on January 3rd 2007 - Just a few places left!!
Wiley's Book of the Month: FX Options and Structured Products by Uwe Wystup
15.Nov.2006
MathFinance Job Exchange
Front-Office Entwickler C++ & Java (m/w) bei Quanteam
Barclays Capital Campus Recruitment
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Einladung zum 1. Derivate-Stammtisch am 16.11. in Düsseldorf
Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 – 25 April 2007
MathFinance Resources
Kreditderivate und Kreditrisikomodelle - New Book by Martin, Reitz and Wehn
Haskell - A Computer Programming Language
30.Oct.2006
MathFinance Job Exchange
Faculty Position in Financial Engineering at Bilkent University, Department of Industrial Engineering
Tenure-track faculty and Postdoctoral positions at Cornell University, School of Operations Research & Industrial Engineering
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
MathFinance Resources
Louis Bachelier’s: Theory of Speculation - The Origins of Modern Finance
Wiley's Book of the Month: Introduction to C++ for Financial Engineers with CD by Daniel J. Duffy
10.Oct.2006
MathFinance Job Exchange
PhD students and PostDocs in the START Prize Project "Geometry of Stochastic Differential Equations", TU Wien
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Modelling & Measuring Energy Commodities Risk 2006, Conference 14-15 November, Workshop 16 November, London
The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
MathFinance Resources
Certificate in Quantitative Finance
25.Sep.2006
MathFinance Job Exchange
Tenure-Track Faculty Position in Mathematical Finance, University of Western Ontario
Quantitative Analyst / Spezialist im Bereich Modellvalidierung (m/w), Hypo Real Estate Holding AG
Business Analysts, Consultants, Senior Consultants (m/w) - Risikomanagement Financial Risk Solutions, Deloitte
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
Alternative Risk Transfer, Capital and Liability Solutions for Insurers: An Introduction to Modern Techniques in Liability Driven Investment, Risk Management & Capital Optimisation, Central London, 9 - 11 Oct 2006
The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
MathFinance Resources
Draft version of "Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation" by Floyd B. Hanson
FDOM Excel Interface and Object Library Software
Wiley's Book of the Month: Inside Volatility Arbitrage: The Secrets of Skewness by Alireza Javaheri
Stable library and interfaces
12.Sep.2006
MathFinance Job Exchange
Quant Analyst Cross-Asset Exotics, Sal. Oppenheim jr. & Cie. Frankfurt
Tenure Track Positions in Quantitative Finance: University of Texas at Austin
Open level position in Stochastic Analysis (particularly Mathematical Finance), University of California
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
Alternative Risk Transfer, Capital and Liability Solutions for Insurers: An Introduction to Modern Techniques in Liability Driven Investment, Risk Management & Capital Optimisation, Central London, 9 - 11 Oct 2006
The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
Quantitative Methods in Finance 2006, Dec 13 -16, 2006, Sydney
Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
MathFinance Resources
Janos D. Pinter's new book on Global Optimization with Maple
28.Aug.2006
MathFinance Job Exchange
Ph.D. Student or Postdoc in Credit Risk Modelling, Vienna University of Technology
Quantitative Energy Analyst, Stark Investments
R&D in Computational Finance, NEC Europe Ltd., C&C Research Laboratories, Sankt Augustin, Germany
Junior Quantitative Developer, Lucht Probst Associates GmbH, Frankfurt a.M.
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
Alternative Risk Transfer, Capital and Liability Solutions for Insurers: An Introduction to Modern Techniques in Liability Driven Investment, Risk Management & Capital Optimisation, Central London, 9 - 11 Oct 2006
The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
MathFinance Resources
Finance and Stochastics, Volume 10, Number 3
14.Aug.2006
MathFinance Job Exchange
R&D in Computational Finance, NEC Europe Ltd., C&C Research Laboratories, Sankt Augustin, Germany
Junior Quantitative Developer, Lucht Probst Associates GmbH, Frankfurt a.M.
Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
MathFinance Events
Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo