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The MathFinance Newsletter
The MathFinance Newsletter
http://www.mathfinance.com
Master of Quantitative Finance (M.SC.)
at Frankfurt School of Finance & Management
MathFinance Newsletter Editions
Registration
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27. Nov.2008
MathFinance Job Exchange
(Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
Conference on Small Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance: Vienna: 10 - 12 February 2009
Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
Financial E'trics Conferences, Berlin, March 19-21 2009
Frankfurt MathFinance Conference 23-24 March 2009
MathFinance Resources
Master of Quantitative Finance at Frankfurt School
14. Nov.2008
MathFinance Job Exchange
Assistant or Associate Professor at Warwick Business School
(Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques: London: 17 - 19 November 2008
Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products: London: 24 - 25 November 2008
8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
Conference on Small Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance: Vienna: 10 - 12 February 2009
Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
Financial E'trics Conferences, Berlin, March 19-21 2009
Frankfurt MathFinance Conference 23-24 March 2009
MathFinance Resources
The UnRisk consortium takes UnRisk 3 to financial institutions, to quickly analyse a broad variety of deal types of Equities, FX and Interest Rates
Master of Quantitative Finance at Frankfurt School
1. Nov.2008
MathFinance Job Exchange
Department of Systems Engineering and Engineering Management offering several positions at the Chinese University of Hong Kong
(Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques: London: 17 - 19 November 2008
Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products: London: 24 - 25 November 2008
8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
Financial E'trics Conferences, Berlin, March 19-21 2009
Frankfurt MathFinance Conference 23-24 March 2009
MathFinance Resources
The UnRisk consortium takes UnRisk 3 to financial institutions, to quickly analyse a broad variety of deal types of Equities, FX and Interest Rates
Master of Quantitative Finance at Frankfurt School
14.Oct.2008
MathFinance Job Exchange
Numerical software development for finance at NAG Ltd / Smith Institute
Credit Suisse invites to a Credit Derivatives Workshop on November 27 2008 in Frankfurt
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Credit Derivatives Modelling by Fitch Solutions, London, 16-17 Oct 2008
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 20 - 21 October 2008
FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques: London: 17 - 19 November 2008
Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products: London: 24 - 25 November 2008
Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
Financial E'trics Conferences, Berlin, March 19-21 2009
Frankfurt MathFinance Conference 23-24 March 2009
MathFinance Resources
Steven E. Shreve on Forbes.com: Don't Blame the Quants.
Master of Quantitative Finance at Frankfurt School
Master's in Financial Engineering Program at UC Berkeley's Haas School of Business
30.Sep.2008
MathFinance Job Exchange
Lectureship in Mathematical Finance at Imperial College London
Associate Professor/Senior Lecturer/Lecturer in Financial Mathematics at the School of Mathematics and Statistics of The University of Sydney
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Credit Derivatives Modelling by Fitch Solutions, London, 16-17 Oct 2008
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 20 - 21 October 2008
FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
Frankfurt MathFinance Conference 23-24 March 2009
MathFinance Resources
Master of Quantitative Finance at Frankfurt School
Confessions of a risk manager
15.Sep.2008
MathFinance Job Exchange
Decision Analysis/Risk Management/Quantitative Finance Faculty Position at the McCombs School of Business, The University of Texas at Austin
(Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
5th Fixed Income Conference, Budapest, September 24-26 2008
Credit Derivatives Modelling by Fitch Solutions, London, 16-17 Oct 2008
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 20 - 21 October 2008
FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
Workshop on High Performance Computational Finance, Austin, TX, USA, Sunday, 16 Nov 2008
Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
Frankfurt MathFinance Conference 30-31 March 2009
MathFinance Resources
Master of Quantitative Finance at Frankfurt School
25.Aug.2008
MathFinance Job Exchange
(Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
Workshop on Mathematical Finance for Young Researchers, October 6-7, 2008, Berlin, Germany
Financial Modelling in Energy Markets (organised by EnBW in cooperation with University of Ulm, University of Oslo and Birkbeck-University of London), October 9 - 10, 2008, Karlsruhe, Germany
Conference on the Numerical Valuation of American and Bermudan Options, Vienna, 17 - 18 October 2008
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20 - 21 October 2008
FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
Frankfurt MathFinance Conference March 30-31 2009
MathFinance Resources
Master of Quantitative Finance at Frankfurt School
www.quant-press.com: The Quantitative Finance Library
New on Bramaan.com: value an interest rate swap contract
08.Aug.2008
MathFinance Job Exchange
Lecturer in Financial Mathematics Department of Mathematics at the University of Leicester
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Swiss Finance Institute Training Course on Engineering Structured Products, Geneva, Switzerland, 25-29 August 2008
Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
Workshop on Mathematical Finance for Young Researchers, October 6-7, 2008, Berlin, Germany
Financial Modelling in Energy Markets (organised by EnBW in cooperation with University of Ulm, University of Oslo and Birkbeck-University of London), October 9 - 10, 2008, Karlsruhe, Germany
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20 - 21 October 2008
FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
Frankfurt MathFinance Conference March 30-31 2009
MathFinance Resources
Master of Quantitative Finance at Frankfurt School
21.Jul.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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Swiss Finance Institute Training Course on Engineering Structured Products, Geneva, Switzerland, 25-29 August 2008
Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
Workshop on Mathematical Finance for Young Researchers, October 6-7, 2008, Berlin, Germany
Financial Modelling in Energy Markets (organised by EnBW in cooperation with University of Ulm, University of Oslo and Birkbeck-University of London), October 9 - 10, 2008, Karlsruhe, Germany
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
Frankfurt MathFinance Conference March 30-31 2009
MathFinance Resources
Spiel des Monats: Bankenkrise von LB!
New book by Euan Sinclair on Volatility Trading
Yue-Kuen Kwok's Second Edition on Mathematical Models of Financial Derivatives
30.Jun.2008
MathFinance Job Exchange
Professur (W2) für Computational Finance an der Goethe Universität Frankfurt, Germany
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Barcelona Financial Engineering Summer School 2008, 30 June - 8 July 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
Training Course with Professor Srdjan Stojanovic: Volatility in Foreign Exchange and Equity Markets, Singapore, 21-22 July 2008
Swiss Finance Institute Training Course on Engineering Structured Products, Geneva, Switzerland, 25-29 August 2008
Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
Workshop on Mathematical Finance for Young Researchers, October 6-7, 2008, Berlin, Germany
Financial Modelling in Energy Markets (organised by EnBW in cooperation with University of Ulm, University of Oslo and Birkbeck-University of London), October 9 - 10, 2008, Karlsruhe, Germany
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
MathFinance Resources
Bramaan.com: a free utility that allows you to bootstrap swap curves from common market quotes
06.Jun.2008
MathFinance Job Exchange
Postdoc project "Hedge funds: tail event behaviour and absolute alphas" at the University of Venice (Italy)
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
Prof. Hans Föllmer trägt vor über Finanzielles Risiko: Was kann die Mathematik dazu sagen? Frankfurt, 16 June 2008
Property Derivatives Workshop, London, Monday 23 June 2008
Swiss Finance Institute Training Course on Advanced Mathematics of Derivatives and Credits, Geneva, Switzerland, 23-27 June 2008
Barcelona Financial Engineering Summer School 2008, 30 June - 8 July 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
Training Course with Professor Srdjan Stojanovic: Volatility in Foreign Exchange and Equity Markets, Singapore, 21-22 July 2008
Swiss Finance Institute Training Course on Engineering Structured Products, Geneva, Switzerland, 25-29 August 2008
Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
5th Fixed Income Conference, Budapest, September 24-26 2008
Financial Modelling in Energy Markets (organised by EnBW in cooperation with University of Ulm, University of Oslo and Birkbeck-University of London), October 9 - 10, 2008, Karlsruhe, Germany
Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
The 5th Asian Mathematical Conference will be held from June 22 - 26, 2009, at the Putra World Trade Center in Kuala Lumpur, Malaysia
MathFinance Resources
New book by David Ardia: Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications
New book by Mark Joshi: Quant job interview questions is now available on Lulu
15.May.2008
MathFinance Job Exchange
Quantitative Analyst (m/f) at UniCredit Markets & Investment Banking
Associate Professor of Financial Engineering at the Department of Finance and Accounting, University of Twente, Netherlands
One permanent and One temporary Lecturer in Financial Mathematics at King's College London Department of Mathematics
Post-doctoral positions in Quantitative Finance and Credit Risk at the Department of Mathematics of Evry University (France)
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 (m/w) bei d-fine GmbH, Deutschland
MathFinance Events
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
Swiss Finance Institute Training Course on Advanced Mathematics of Derivatives and Credits, Geneva, Switzerland, 23-27 June 2008
Barcelona Financial Engineering Summer School 2008, 30 June - 8 July 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
Guestlectures by Prof. Yury A. Kutoyants (Le Mans, France) at the University of Mainz on Statistical inference for diffusion processes
UnRisk FACTORY 1.0 is realeased: Valuate thousands of instrument positions across hundreds of scenarios in a coffee break?
The MathFilm Festival 2008
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