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Mathematics in Finance – The Unfair Advantage

In this article, Dr. Riaz Ahmad explains how finance continues to benefit from the effect of mathematics and gives it an unfair advantage.

Riaz Ahmad
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Navigating Stock Market Crashes in the Brexit Trump Era (Presentation Slides)

Presentation slides for Dr. Bill Ziemba's talk - 'Navigating Stock Market Crashes in the Brexit Trump Era'.

William T. Ziemba
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Paul Wilmott's Blog: The Only Question You Need to Ask About the EU Referendum

CQF founder Dr. Paul Wilmott has his say on the upcoming EU Referendum in the UK.

Paul Wilmott
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Portfolio Credit Risk: Introduction

This technical report from nag examines the main theoretical aspects in models used in Portfolio credit risk.

Guillermo Navas-Palencia
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Potential Future Exposure Calculations Using the BGM Model

Within this paper the authors look at the BGM model in PFE calculations for various exotic interest rate products.

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Pricing Bermudan Swaptions on the LIBOR Market Model

In this article, Stef Maree and Jacques du Toit examine using the Stochastic Grid Bundling Method to price a Bermudan swaption driven by a one-factor LIBOR Market Model.

Stef Maree & Jacques du Toit
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Review of the For Python Quants Conference

CQF delegate Barbara Mack, shares her thoughts on the 2015 For Python Quants Conference in New York.

Barbara Mack
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Risk Management: A Review

Dr. Sébastien Lleo presents CQF Institute members with his review in Risk Management.

Sébastien Lleo
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Road Kill

In this article Edward Talisse discusses his time working around the world in market trading. He gives his views on the current state of the global financial markets and what lies ahead for the future.

Edward Talisse
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Sell in May and Go Away in the Equity Index Futures Markets

Constantine Dzhabarov and William T. Ziemba explain when the best time is to sell in the index futures markets.

Constantine Dzhabarov and William T. Ziemba