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The MathFinance Newsletter

The MathFinance Newsletter 

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MathFinance Seminar on Foreign Exchange Exotic Options, Lisbon, Portugal, 14th - 15th July 2009
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MathFinance Newsletter Editions
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3 July 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Statistical Programming in Finance with R by Patrick Burns, London, 13th - 14th July 2009
    2. Credit Default Swaps and the Credit Crisis with Jon Gregory, London, 13th - 14th July 2009
    3. MathFinance Seminar on Foreign Exchange Exotic Options by Uwe Wystup, Lisbon, Portugal, 14th - 15th July 2009
    4. Advanced Risk and Portfolio Management by Attilio Meucci, New York, 17th - 22nd August 2009
    5. Advanced Foreign Exchange Options by Uwe Wystup, London, 29th & 30th October 2009
    6. Financial Econometrics and Forecasting by Prof. Francis Diebold, Geneva, 2nd - 6th November 2009
    7. Volatility and Correlation by Prof. Tim Bollerslev, Geneva, 9th - 13th November 2009
  3. MathFinance Resources
    1. MathFinance launches new FX Option Pricer
    2. Publication of the Ultimate Quant Cheat Sheet
    3. American Optimal Decisions presents Portfolio Safeguard (PSG) decision-support software
    4. Bibliography Editor for Latex Bib Files
    5. Master of Quantitative Finance at Frankfurt School

19 June 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, Frankfurt, 29 Juni - 1 Juli 2009
    2. MathFinance Seminar on Foreign Exchange Exotic Options by Uwe Wystup, Lisbon, Portugal, 14th - 15th July 2009
    3. Advanced Risk and Portfolio Management by Attilio Meucci, New York, 17th - 22nd August 2009
    4. Advanced Foreign Exchange Options by Uwe Wystup, London, 29th & 30th October 2009
    5. Financial Econometrics and Forecasting by Prof. Francis Diebold, Geneva, 2nd - 6th November 2009
    6. Volatility and Correlation by Prof. Tim Bollerslev, Geneva, 9th - 13th November 2009
  3. MathFinance Resources
    1. Publication of the Ultimate Quant Cheat Sheet
    2. This LaTex Editor is of WYSIWYG style
    3. Master of Quantitative Finance at Frankfurt School

6 June 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, Frankfurt, 29 Juni - 1 Juli 2009
    2. MathFinance Seminar on Foreign Exchange Exotic Options by Uwe Wystup, Lisbon, Portugal, 14th - 15th July 2009
    3. Advanced Risk and Portfolio Management by Attilio Meucci, New York, 17th - 22nd August 2009
    4. Advanced Foreign Exchange Options by Uwe Wystup, London, 29th & 30th October 2009
    5. Financial Econometrics and Forecasting by Prof. Francis Diebold, Geneva, 2nd - 6th November 2009
    6. Volatility and Correlation by Prof. Tim Bollerslev, Geneva, 9th - 13th November 2009
  3. MathFinance Resources
    1. Publication of the Ultimate Quant Cheat Sheet
    2. Master of Quantitative Finance at Frankfurt School

22. May 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, Frankfurt, 29 Juni - 1 Juli 2009
    2. MathFinance Seminar on Foreign Exchange Exotic Options by Uwe Wystup, Lisbon, Portugal, 14th - 15th July 2009
    3. Advanced Risk and Portfolio Management by Attilio Meucci, New York, 17th - 22nd August 2009
    4. Advanced Foreign Exchange Options by Uwe Wystup, London, 29th & 30th October 2009
  3. MathFinance Resources
    1. Publication of the Ultimate Quant Cheat Sheet
    2. The Matrix Cookbook: A Free Mathematical Desktop Reference on Matrices
    3. Master of Quantitative Finance at Frankfurt School

8. May 2009
  1. MathFinance Job Exchange
    1. Market Risk Manager, Financial Risk Management GmbH, Wien
    2. Senior German Speaking Sales Executive, Pricing Partners, Paris
    3. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Bloomberg ALPHA is pleased to invite you to a special event hosted by Bob Litterman and Attilio Meucci in Paris, London, Frankfurt, Zurich and Milan, 27th May - 3rd June 2009
    2. Workshop on Incomplete Information and Filtering in Mathematical Finance, Chemnitz, 17th - 19th June 2009
    3. High Performance Computing in Financial Engineering, University of Oxford, 23rd - 26th June 2009
    4. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, Frankfurt, 29 Juni - 1 Juli 2009
    5. MathFinance Seminar on Foreign Exchange Exotic Options by Uwe Wystup, Lisbon, Portugal, 14th - 15th July 2009
    6. Advanced Foreign Exchange Options by Uwe Wystup, London, 29th & 30th October 2009
    7. Quantitative Methods in Finance Conference, Sydney, Australia, 16th - 19th December 2009
  3. MathFinance Resources
    1. Publication of the Ultimate Quant Cheat Sheet
    2. Release of UnRisk FACTORY 1.3
    3. Finite Element Methods
    4. Master of Quantitative Finance at Frankfurt School

24. April 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Cambridge-Kaiserslautern Financial Mathematics Workshop, Kaiserslautern, 5th May 2009
    2. Risk Europe, Frankfurt, 3rd - 5th June 2009
    3. MathFinance Seminar on Foreign Exchange Exotic Options by Uwe Wystup, Lisbon, Portugal, 14th - 15th July 2009
    4. Advanced Foreign Exchange Options by Uwe Wystup, London, 29th & 30th October 2009
    5. Quantitative Methods in Finance Conference, Sydney, Australia, 16th - 19th December 2009
  3. MathFinance Resources
    1. International Post-Graduation in Quantitative Risk Management in Lisbon, Portugal
    2. Publication of the Ultimate Quant Cheat Sheet
    3. Differential Evolution Algorithm open source code
    4. Lapack++ (v. 1.1a)
    5. Archives ouvertes publication page
    6. Master of Quantitative Finance at Frankfurt School

14. April 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Cambridge-Kaiserslautern Financial Mathematics Workshop, Kaiserslautern, 5th May 2009
    2. Risk Europe, Frankfurt, 3rd - 5th June 2009
    3. Interest-Rate Models: Theory and Practical Applications,Geneva, 8th - 12th June 2009
    4. Workshop on Statistical Inference for Lévy Processes with Applications to Finance, Eindhoven, 15th - 17th July 2009
    5. Financial Econometrics and Forecasting, Geneva, 2nd - 6th November 2009
    6. Volatility and Correlation, Geneva, 9th - 13th November 2009
  3. MathFinance Resources
    1. International Post-Graduation in Quantitative Risk Management in Lisbon, Portugal
    2. Publication of the Ultimate Quant Cheat Sheet
    3. Master of Quantitative Finance at Frankfurt School

28. March 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Risk Europe, Frankfurt, 3rd - 5th June 2009
    2. Integrated Risk Management, Geneva, 31st August - 4th September 2009
    3. Credit Risk and Credit Derivatives, Geneva, 19th - 21st October 2009 2009
  3. MathFinance Resources
    1. International Post-Graduation in Quantitative Risk Management in Lisbon, Portugal
    2. Master of Quantitative Finance at Frankfurt School

14. March 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Frankfurt MathFinance Conference 23-24 March 2009
    2. Interest-Rate Models: Theory and Practical Applications,Geneva, 8th - 12th June 2009
    3. Capital Structure Trading with Jon Gregory, London, 15th - 16th June 2009
    4. Advanced C++ for Computational Finance with Daniel Duffy, London, 15th - 17th June 2009
    5. Value at Risk, London, 22nd - 23rd June 2009
    6. Credit Default Swaps and the Credit Crisis with Jon Gregory, London, 13th - 14th July 2009
    7. Financial Econometrics and Forecasting, Geneva, 2nd - 6th November 2009
    8. Volatility and Correlation, Geneva, 9th - 13th November 2009
  3. MathFinance Resources
    1. International Post-Graduation in Quantitative Risk Management in Lisbon, Portugal
    2. Master of Quantitative Finance at Frankfurt School

28. February 2009
  1. MathFinance Job Exchange
    1. Full Professorship in the area of Mathematical Finance and Risk Management (succeeding Walter Schachermayer) at Vienna University of Technology
    2. (Senior) Associate (m/w) Advisory FRM Financial Engineering, Frankfurt
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Frankfurt MathFinance Conference 23-24 March 2009
    2. Integrated Risk Management, Geneva, 31st August - 4th September 2009
    3. Credit Risk and Credit Derivatives, Geneva, 19th - 21st October 2009 2009
  3. MathFinance Resources
    1. International Post-Graduation in Quantitative Risk Management in Lisbon, Portugal
    2. JP Morgan has made their model for CDS open source
    3. Master of Quantitative Finance at Frankfurt School

14. February 2009
  1. MathFinance Job Exchange
    1. Position for a Project Leader for Applied R&D Projects in Quantitative Risk Management at the Zurich University of Applied Sciences
    2. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    2. Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy by Professor Helyette Geman, London, 9th & 10th March 2009
    3. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 16th & 17th March 2009
    4. 2nd Financial Risks International Forum, Paris, March 19-20 2009
    5. Financial E'trics Conferences, Berlin, March 19-21 2009
    6. Frankfurt MathFinance Conference 23-24 March 2009
    7. Latest Developments: Foreign Exchange Options, London, 23rd - 25th March 2009
    8. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & Hybrid Products, London, 30th March - 1st April 2009
    9. Conference on Numerical Methods in Finance, Paris, 15-17 April 2009
    10. Inflation Derivatives: Modelling and Trading Challenges ahead, London, 20th - 22nd April 2009
    11. Fourth General AMaMeF Conference, Norway, 4th - 10th May 2009
    12. Interest-Rate Models: Theory and Practical Applications,Geneva, 8th - 12th June 2009
    13. Financial Econometrics and Forecasting, Geneva, 2nd - 6th November 2009
    14. Volatility and Correlation, Geneva, 9th - 13th November 2009
  3. MathFinance Resources
    1. Release of the Local-Grid Version UnRisk 3.1M
    2. Master of Quantitative Finance at Frankfurt School

31. January 2009
  1. MathFinance Job Exchange
    1. Applications invited for the position of the founding Director of the Center for the Economic Analysis of Risk (CEAR) in Atlanta, GA
    2. Position for a Project Leader for Applied R&D Projects in Quantitative Risk Management at the Zurich University of Applied Sciences
    3. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    4. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    6. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Conference on Small Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance: Vienna: 10 - 12 February 2009
    2. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    3. Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy by Professor Helyette Geman, London, 9th & 10th March 2009
    4. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 16th & 17th March 2009
    5. 2nd Financial Risks International Forum, Paris, March 19-20 2009
    6. Financial E'trics Conferences, Berlin, March 19-21 2009
    7. Frankfurt MathFinance Conference 23-24 March 2009
    8. Latest Developments: Foreign Exchange Options, London, 23rd - 25th March 2009
    9. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & Hybrid Products, London, 30th March - 1st April 2009
    10. Conference on Numerical Methods in Finance, Paris, 15-17 April 2009
    11. Inflation Derivatives: Modelling and Trading Challenges ahead, London, 20th - 22nd April 2009
  3. MathFinance Resources
    1. Master of Quantitative Finance at Frankfurt School

16. January 2009
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    2. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. 8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
    2. Conference on Small Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance: Vienna: 10 - 12 February 2009
    3. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    4. Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy by Professor Helyette Geman, London, 9th & 10th March 2009
    5. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 16th & 17th March 2009
    6. 2nd Financial Risks International Forum, Paris, March 19-20 2009
    7. Financial E'trics Conferences, Berlin, March 19-21 2009
    8. Frankfurt MathFinance Conference 23-24 March 2009
    9. Latest Developments: Foreign Exchange Options, London, 23rd - 25th March 2009
    10. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & Hybrid Products, London, 30th March - 1st April 2009
    11. Conference on Numerical Methods in Finance, Paris, 15-17 April 2009
    12. Inflation Derivatives: Modelling and Trading Challenges ahead, London, 20th - 22nd April 2009
  3. MathFinance Resources
    1. Master of Quantitative Finance at Frankfurt School

2. January 2009
  1. MathFinance Job Exchange
    1. Risk and Modelling Professor and Lecturer and Senior Lecturer positions at Heriot-Watt University
    2. Position for a Project Leader for Applied R&D Projects in Quantitative Risk Management at the Zurich University of Applied Sciences
    3. Associate Lecturer/Lecturer in Computation & Applied Mathematics and Mathematical Finance in South Africa
    4. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    5. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    6. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    7. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Lecture on Statistics Tools for Modeling Implied Volatility by Matthias Fengler and Uwe Wystup, Frankfurt School, Jan 14-15 2009
    2. 8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
    3. Conference on Small Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance: Vienna: 10 - 12 February 2009
    4. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    5. Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy by Professor Helyette Geman, London, 9th & 10th March 2009
    6. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 16th & 17th March 2009
    7. 2nd Financial Risks International Forum, Paris, March 19-20 2009
    8. Financial E'trics Conferences, Berlin, March 19-21 2009
    9. Frankfurt MathFinance Conference 23-24 March 2009
    10. Latest Developments: Foreign Exchange Options, London, 23rd - 25th March 2009
    11. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & Hybrid Products, London, 30th March - 1st April 2009
    12. Conference on Numerical Methods in Finance, Paris, 15-17 April 2009
    13. Inflation Derivatives: Modelling and Trading Challenges ahead, London, 20th - 22nd April 2009
  3. MathFinance Resources
    1. Modern Actuarial Risk Theory: new book by Rob Kaas, Marc Goovaerts, Jan Dhanene and Michel Denuit
    2. Release of UnRisk FACTORY 1.2
    3. Master of Quantitative Finance at Frankfurt School
    4. Alglib.net: Useful Sources of Numerical Algorithms

12. Dec.2008
  1. MathFinance Job Exchange
    1. Associate Lecturer/Lecturer in Computation & Applied Mathematics and Mathematical Finance in South Africa
    2. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    3. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Lecture on Statistics Tools for Modeling Implied Volatility by Matthias Fengler and Uwe Wystup, Frankfurt School, Jan 14-15 2009
    2. 8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
    3. Conference on Small Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance: Vienna: 10 - 12 February 2009
    4. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    5. Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy by Professor Helyette Geman, London, 9th & 10th March 2009
    6. Monte Carlo Methods in Finance by Dr. J�rg Kienitz, London, 16th & 17th March 2009
    7. 2nd Financial Risks International Forum, Paris, March 19-20 2009
    8. Financial E'trics Conferences, Berlin, March 19-21 2009
    9. Frankfurt MathFinance Conference 23-24 March 2009
    10. Latest Developments: Foreign Exchange Options, London, 23rd - 25th March 2009
    11. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & Hybrid Products, London, 30th March - 1st April 2009
    12. Conference on Numerical Methods in Finance, Paris, 15-17 April 2009
    13. Inflation Derivatives: Modelling and Trading Challenges ahead, London, 20th - 22nd April 2009
  3. MathFinance Resources
    1. Release of UnRisk FACTORY 1.2
    2. Master of Quantitative Finance at Frankfurt School
    3. Alglib.net: Useful Sources of Numerical Algorithms

27. Nov.2008
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    2. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. 8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
    2. Conference on Small Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance: Vienna: 10 - 12 February 2009
    3. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    4. Financial E'trics Conferences, Berlin, March 19-21 2009
    5. Frankfurt MathFinance Conference 23-24 March 2009
  3. MathFinance Resources
    1. Master of Quantitative Finance at Frankfurt School

14. Nov.2008
  1. MathFinance Job Exchange
    1. Assistant or Associate Professor at Warwick Business School
    2. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    3. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques: London: 17 - 19 November 2008
    2. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products: London: 24 - 25 November 2008
    3. 8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
    4. Conference on Small Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance: Vienna: 10 - 12 February 2009
    5. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    6. Financial E'trics Conferences, Berlin, March 19-21 2009
    7. Frankfurt MathFinance Conference 23-24 March 2009
  3. MathFinance Resources
    1. The UnRisk consortium takes UnRisk 3 to financial institutions, to quickly analyse a broad variety of deal types of Equities, FX and Interest Rates
    2. Master of Quantitative Finance at Frankfurt School

1. Nov.2008
  1. MathFinance Job Exchange
    1. Department of Systems Engineering and Engineering Management offering several positions at the Chinese University of Hong Kong
    2. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    3. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques: London: 17 - 19 November 2008
    2. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products: London: 24 - 25 November 2008
    3. 8th Winter School on Mathematical Finance: The Netherlands: January 19-21 2009
    4. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    5. Financial E'trics Conferences, Berlin, March 19-21 2009
    6. Frankfurt MathFinance Conference 23-24 March 2009
  3. MathFinance Resources
    1. The UnRisk consortium takes UnRisk 3 to financial institutions, to quickly analyse a broad variety of deal types of Equities, FX and Interest Rates
    2. Master of Quantitative Finance at Frankfurt School

14.Oct.2008
  1. MathFinance Job Exchange
    1. Numerical software development for finance at NAG Ltd / Smith Institute
    2. Credit Suisse invites to a Credit Derivatives Workshop on November 27 2008 in Frankfurt
    3. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Credit Derivatives Modelling by Fitch Solutions, London, 16-17 Oct 2008
    2. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 20 - 21 October 2008
    3. FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
    4. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques: London: 17 - 19 November 2008
    5. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products: London: 24 - 25 November 2008
    6. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    7. Financial E'trics Conferences, Berlin, March 19-21 2009
    8. Frankfurt MathFinance Conference 23-24 March 2009
  3. MathFinance Resources
    1. Steven E. Shreve on Forbes.com: Don't Blame the Quants.
    2. Master of Quantitative Finance at Frankfurt School
    3. Master's in Financial Engineering Program at UC Berkeley's Haas School of Business

30.Sep.2008
  1. MathFinance Job Exchange
    1. Lectureship in Mathematical Finance at Imperial College London
    2. Associate Professor/Senior Lecturer/Lecturer in Financial Mathematics at the School of Mathematics and Statistics of The University of Sydney
    3. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Credit Derivatives Modelling by Fitch Solutions, London, 16-17 Oct 2008
    2. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 20 - 21 October 2008
    3. FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
    4. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    5. Frankfurt MathFinance Conference 23-24 March 2009
  3. MathFinance Resources
    1. Master of Quantitative Finance at Frankfurt School
    2. Confessions of a risk manager

15.Sep.2008
  1. MathFinance Job Exchange
    1. Decision Analysis/Risk Management/Quantitative Finance Faculty Position at the McCombs School of Business, The University of Texas at Austin
    2. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    3. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. 5th Fixed Income Conference, Budapest, September 24-26 2008
    2. Credit Derivatives Modelling by Fitch Solutions, London, 16-17 Oct 2008
    3. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London, 20 - 21 October 2008
    4. FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
    5. Workshop on High Performance Computational Finance, Austin, TX, USA, Sunday, 16 Nov 2008
    6. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    7. Frankfurt MathFinance Conference 30-31 March 2009
  3. MathFinance Resources
    1. Master of Quantitative Finance at Frankfurt School

25.Aug.2008
  1. MathFinance Job Exchange
    1. (Senior) Associate (m/w) Advisory FRM Financial Engineering Frankfurt
    2. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
    2. 5th Fixed Income Conference, Budapest, September 24-26 2008
    3. Workshop on Mathematical Finance for Young Researchers, October 6-7, 2008, Berlin, Germany
    4. 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
    5. Conference on the Numerical Valuation of American and Bermudan Options, Vienna, 17 - 18 October 2008
    6. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20 - 21 October 2008
    7. FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
    8. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    9. Frankfurt MathFinance Conference March 30-31 2009
  3. MathFinance Resources
    1. Master of Quantitative Finance at Frankfurt School
    2. www.quant-press.com: The Quantitative Finance Library
    3. New on Bramaan.com: value an interest rate swap contract

08.Aug.2008
  1. MathFinance Job Exchange
    1. Lecturer in Financial Mathematics Department of Mathematics at the University of Leicester
    2. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Swiss Finance Institute Training Course on Engineering Structured Products, Geneva, Switzerland, 25-29 August 2008
    2. Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
    3. 5th Fixed Income Conference, Budapest, September 24-26 2008
    4. Workshop on Mathematical Finance for Young Researchers, October 6-7, 2008, Berlin, Germany
    5. 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
    6. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20 - 21 October 2008
    7. FX Exotic Options Seminar with Prof. Uwe Wystup, London, 27 - 29 October 2008
    8. Pricing Exotic Interest Rate Derivatives, The LIBOR Market Model in QuantLib, MoneyScience Masterclass with Mark Joshi, London, 25 - 27 February 2009
    9. Frankfurt MathFinance Conference March 30-31 2009
  3. MathFinance Resources
    1. Master of Quantitative Finance at Frankfurt School

21.Jul.2008
  1. MathFinance Job Exchange
    1. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Swiss Finance Institute Training Course on Engineering Structured Products, Geneva, Switzerland, 25-29 August 2008
    2. Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
    3. 5th Fixed Income Conference, Budapest, September 24-26 2008
    4. Workshop on Mathematical Finance for Young Researchers, October 6-7, 2008, Berlin, Germany
    5. 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
    6. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
    7. Frankfurt MathFinance Conference March 30-31 2009
  3. MathFinance Resources
    1. Spiel des Monats: Bankenkrise von LB!
    2. New book by Euan Sinclair on Volatility Trading
    3. Yue-Kuen Kwok's Second Edition on Mathematical Models of Financial Derivatives

30.Jun.2008
  1. MathFinance Job Exchange
    1. Professur (W2) für Computational Finance an der Goethe Universität Frankfurt, Germany
    2. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Barcelona Financial Engineering Summer School 2008, 30 June - 8 July 2008
    2. 4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
    3. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    4. Training Course with Professor Srdjan Stojanovic: Volatility in Foreign Exchange and Equity Markets, Singapore, 21-22 July 2008
    5. Swiss Finance Institute Training Course on Engineering Structured Products, Geneva, Switzerland, 25-29 August 2008
    6. Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
    7. 5th Fixed Income Conference, Budapest, September 24-26 2008
    8. Workshop on Mathematical Finance for Young Researchers, October 6-7, 2008, Berlin, Germany
    9. 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
    10. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
  3. MathFinance Resources
    1. Bramaan.com: a free utility that allows you to bootstrap swap curves from common market quotes

06.Jun.2008
  1. MathFinance Job Exchange
    1. Postdoc project "Hedge funds: tail event behaviour and absolute alphas" at the University of Venice (Italy)
    2. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    2. Prof. Hans F�llmer trägt vor über Finanzielles Risiko: Was kann die Mathematik dazu sagen? Frankfurt, 16 June 2008
    3. Property Derivatives Workshop, London, Monday 23 June 2008
    4. Swiss Finance Institute Training Course on Advanced Mathematics of Derivatives and Credits, Geneva, Switzerland, 23-27 June 2008
    5. Barcelona Financial Engineering Summer School 2008, 30 June - 8 July 2008
    6. 4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
    7. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    8. Training Course with Professor Srdjan Stojanovic: Volatility in Foreign Exchange and Equity Markets, Singapore, 21-22 July 2008
    9. Swiss Finance Institute Training Course on Engineering Structured Products, Geneva, Switzerland, 25-29 August 2008
    10. Swiss Finance Institute Training Course on Global Asset Allocation and Risk Budgeting, Geneva, Switzerland, 1-5 September 2008
    11. 5th Fixed Income Conference, Budapest, September 24-26 2008
    12. 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
    13. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
    14. The 5th Asian Mathematical Conference will be held from June 22 - 26, 2009, at the Putra World Trade Center in Kuala Lumpur, Malaysia
  3. MathFinance Resources
    1. New book by David Ardia: Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications
    2. New book by Mark Joshi: Quant job interview questions is now available on Lulu

15.May.2008
  1. MathFinance Job Exchange
    1. Quantitative Analyst (m/f) at UniCredit Markets & Investment Banking
    2. Associate Professor of Financial Engineering at the Department of Finance and Accounting, University of Twente, Netherlands
    3. One permanent and One temporary Lecturer in Financial Mathematics at King's College London Department of Mathematics
    4. Post-doctoral positions in Quantitative Finance and Credit Risk at the Department of Mathematics of Evry University (France)
    5. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    6. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    7. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker (m/w) bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Swiss Finance Institute Training Course on Practical Solutions for Econometric Issues in Asset Allocation, Geneva, Switzerland, 19-23 May 2008
    2. Modelling & Measuring Energy Risk. Pre-workshop: May 20, Conference: May 21-22, Barcelona, Spain
    3. Swiss Finance Institute Training Course on Advanced Equity Portfolio Management - I, Geneva, Switzerland, June 2-6 2008
    4. Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
    5. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    6. Property Derivatives Workshop, London, Monday 23 June 2008
    7. Swiss Finance Institute Training Course on Advanced Mathematics of Derivatives and Credits, Geneva, Switzerland, 23-27 June 2008
    8. Barcelona Financial Engineering Summer School 2008, 30 June - 8 July 2008
    9. 4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
    10. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    11. Conference: Computational Methods for Pricing and Hedging Exotic Options. Mathematics Institute, University of Warwick: 11-12 July 2008
    12. 5th Fixed Income Conference, Budapest, September 24-26 2008
    13. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
    14. SIAM Conference on Financial Mathematics & Engineering, New Brunswick, New Jersey, November 21-22 2008
  3. MathFinance Resources
    1. Guestlectures by Prof. Yury A. Kutoyants (Le Mans, France) at the University of Mainz on Statistical inference for diffusion processes
    2. UnRisk FACTORY 1.0 is realeased: Valuate thousands of instrument positions across hundreds of scenarios in a coffee break?
    3. The MathFilm Festival 2008

25.Apr.2008
  1. MathFinance Job Exchange
    1. DFA Capital Management: ESG Business Development & Quantitative Analyst, Cologne, Germany; Zurich, Switzerland; and Purchase, NY
    2. Professor of Finance, Warwick Business School
    3. Assistant Professor or Associate Professor (3 posts), Finance Group, Warwick Business School
    4. Tenure-track positions in actuarial science and quantitative finance, Universidad Carlos III de Madrid, Dept of Business Administration
    5. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    6. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    7. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Swiss Finance Institute Training Course on Energy and Emission Trading, Geneva, Switzerland, 12-15 May 2008
    2. Swiss Finance Institute Training Course on Practical Solutions for Econometric Issues in Asset Allocation, Geneva, Switzerland, 19-23 May 2008
    3. Modelling & Measuring Energy Risk. Pre-workshop: May 20, Conference: May 21-22, Barcelona, Spain
    4. Swiss Finance Institute Training Course on Advanced Equity Portfolio Management - I, Geneva, Switzerland, June 2-6 2008
    5. Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
    6. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    7. Property Derivatives Workshop, London, Monday 23 June 2008
    8. 4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
    9. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    10. Conference: Computational Methods for Pricing and Hedging Exotic Options. Mathematics Institute, University of Warwick: 11-12 July 2008
    11. 5th Fixed Income Conference, Budapest, September 24-26 2008
    12. Monte Carlo Methods in Finance by Dr. Jörg Kienitz, London: 20th & 21st October 2008
    13. SIAM Conference on Financial Mathematics & Engineering, New Brunswick, New Jersey, November 21-22 2008
  3. MathFinance Resources
    1. Heard on the Street: Quantitative Questions from Wall Street Job Interviews, by Timothy Falcon Crack
    2. cplusplus.com - The C++ Resources Network
    3. Boost provides free peer-reviewed portable C++ source libraries
    4. MoneyScience and Geocast launch Business Video Platform, MoneyScience.TV

11.Apr.2008
  1. MathFinance Job Exchange
    1. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 11 April 2008
    2. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    3. Swiss Finance Institute Training Course on Private Equity, Geneva, Switzerland, 21-24 April 2008
    4. Swiss Finance Institute Training Course on Financial Econometrics and Forecasting, Geneva, Switzerland, 28 April 2 May 2008
    5. Swiss Finance Institute Training Course on Interest-Rate Models: Theory and Practical Applications, Geneva, Switzerland, 5-9 May 2008
    6. Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
    7. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    8. Property Derivatives Workshop, London, Monday 23 June 2008
    9. 4th Annual CARISMA conference on Risk Control Strategies for Hedge Funds and Program Trading, London at 7City Learning, 1-2 July 2008
    10. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    11. Conference: Computational Methods for Pricing and Hedging Exotic Options. Mathematics Institute, University of Warwick: 11-12 July 2008
    12. 5th Fixed Income Conference, Budapest, September 24-26 2008
  3. MathFinance Resources
    1. Professor Merks Finanzlexikon

22.Mar.2008
  1. MathFinance Job Exchange
    1. Senior Lectureship / Lectureship in Financial Mathematics at University College Cork, Ireland
    2. Research Fellows in Financial Mathematics in Ireland
    3. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Frankfurt MathFinance Conference 2008: Check for latest slides and papers
    2. Latest Developments: Commodities & Commodity Derivatives, London, 2 - 3 April 2008
    3. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 11 April 2008
    4. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    5. Advanced Risk and Portfolio Management, by Dr. Attilio Meucci, Frankfurt, 4-6 June 2008
    6. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    7. Property Derivatives Workshop, London, Monday 23 June 2008
    8. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    9. 5th Fixed Income Conference, Budapest, September 24-26 2008
    10. Campus for Finance Research Conference at WHU invites papers for Jan 14-15 2009
  3. MathFinance Resources
    1. Financial Numerical Recipes in C ++ - A webpage by Bernt Arne �degaard
    2. ClickOptions - an online trading platform for derivatives and structured products
    3. Stochastic Programming Community Home Page
    4. MathCode C++: Generates Optimized C++ Code from Mathematica Programs

07.Mar.2008
  1. MathFinance Job Exchange
    1. Financial World Recruitment - a candidate driven recruitment company which vets, interviews and prepares all delegates for the capital market sector
    2. Chair in Financial Mathematics/Actuarial Science Department of Mathematics at the University of Leicester Available from 1 September 2008
    3. Derivatives Analyst for the Risk Management Directorate at European Investment Bank, Luxembourg.
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    2. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 14 March, 11 April 2008
    3. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    4. Frankfurt MathFinance Conference, 17-18 March 2008
    5. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    6. Latest Developments: Commodities & Commodity Derivatives, London, 2 - 3 April 2008
    7. 11th Conference of the Swiss Society for Financial Market Research, Zürich, 11 April 2008
    8. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    9. Commodities & Commodity Derivatives by Professor Helyette Geman, London, 9-10 June 2008
    10. Property Derivatives Workshop, London, Monday 23 June 2008
    11. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    12. 5th Fixed Income Conference, Budapest, September 24-26 2008
    13. Special Semester on Stochastics with Emphasis on Finance, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Sept - Dec 2008
  3. MathFinance Resources
    1. Financial Numerical Recipes in C ++ - A webpage by Bernt Arne �degaard
    2. ClickOptions - an online trading platform for derivatives and structured products
    3. Stochastic Programming Community Home Page
    4. MathCode C++: Generates Optimized C++ Code from Mathematica Programs

22.Feb.2008
  1. MathFinance Job Exchange
    1. Quantitative Researcher / Quantitative Developer im Bereich Corporates & Markets der DekaBank für den Aufbau der Assetklassen übergreifenden Modell- und Methodenbibliothek.
    2. Erfolgreiche, innovative Asset Management Gruppe in Zürich sucht einen Spezialisten als Datenbank Entwickler/in /-Programmierer/in
    3. Stokes Professor of Financial Mathematics (Permanent) at Dublin City University
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    2. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 14 March, 11 April 2008
    3. Training Course on Measuring Market Risk with Value-at-Risk - Methods, Implementation & Validation, The University of Piraeus Research Centre, Athens, 14-15 March 2008
    4. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    5. Frankfurt MathFinance Conference, 17-18 March 2008
    6. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    7. Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
    8. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    9. NMF2008 - 2nd International Conference on Numerical Methods for Finance, Dublin, Ireland, 4-6 June 2008
    10. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    11. First Call for Papers: Fourth International Longevity Risk and Capital Markets Solutions Conference, Amsterdam, 25 Sept 2008
  3. MathFinance Resources

12.Feb.2008
  1. MathFinance Job Exchange
    1. Tenure-Track-Professur für Mathematik an der Universität St. Gallen
    2. Stokes Professor of Financial Mathematics (Permanent) at Dublin City University
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    2. Barcelona Financial Engineering Seminar, A forum where financial practice meets academia, 15 Feb, 14 March, 11 April 2008
    3. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    4. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    5. Frankfurt MathFinance Conference, 17-18 March 2008
    6. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    7. Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
    8. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    9. NMF2008 - 2nd International Conference on Numerical Methods for Finance, Dublin, Ireland, 4-6 June 2008
    10. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
  3. MathFinance Resources

25.Jan.2008
  1. MathFinance Job Exchange
    1. Risikocontroller/-in at Assenagon Asset Management, Luxembourg
    2. Market Risk Managner/Modeling at Bank Austria, Vienna
    3. Credit Suisse Summer Internship in Fixed Income and Equities, London
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Financial Data Day at the Isaac Newton Institute, Cambridge, 31 Jan 2008
    2. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    3. Credit Suisse Equity Derivatives Workshop, Frankfurt, 6 March 2008
    4. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    5. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    6. Frankfurt MathFinance Conference, 17-18 March 2008
    7. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    8. Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
    9. PhD Quantitative Finance Day at the University of Zurich on Saturday, April 5 2008
    10. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    11. 14th International Conference on Computing in Economics and Finance, University of Sorbonne, Paris, June 26-28 2008
    12. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
    13. Special Semester on Stochastics with Emphasis on Finance, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Sept - Dec 2008
  3. MathFinance Resources
    1. FormelBaska: DTP-Formeleditor und Setzhilfe für LaTeX und MathML

11.Jan.2008
  1. MathFinance Job Exchange
    1. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    2. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    3. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    2. Latest Developments: Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London, 10-12 March 2008
    3. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    4. Frankfurt MathFinance Conference, 17-18 March 2008
    5. Latest Developments: Credit Derivatives Pricing, Hedging, Modelling & Trading Techniques, London, 17-19 March 2008
    6. Latest Developments: Commodities & Commodity Derivatives, London, 31 March - 3 April 2008
    7. Einführung in Monte Carlo und C++ im Financial Engineering, MathFinance Training, Frankfurt, 14-18 April 2008
    8. Foreign Exchange Exotic Options by Professor Uwe Wystup, London, 7-8 July 2008
  3. MathFinance Resources
    1. Foreign Exchange Risk. The book by Jürgen Hakala and Uwe Wystup has been reprinted in softcover

28.Dec.2007
  1. MathFinance Job Exchange
    1. Financial Engineer (m/w) at LBBW Capital Markets Trading und Sales, Stuttgart, Germany
    2. Quantitative Analyst (m/w) at LBBW Capital Markets Trading und Sales, Stuttgart, Germany
    3. 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)
    4. Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
    8. Professorship in Mathematical Finance at the Faculty of Mathematics of the University of Vienna
    9. Tenure-track Positions in Mathematics and Statistics at Universidad Nacional in Colombia
  2. MathFinance Events
    1. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    2. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    3. Frankfurt MathFinance Conference, 17-18 March 2008
    4. Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
  3. MathFinance Resources
    1. Investitionen: Bewertung, Auswahl und Risikomanagement von Siegfried Trautmann

12.Dec.2007
  1. MathFinance Job Exchange
    1. Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
    2. Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker (m/w), Naturwissenschaftler (m/w), oder (Wirtschafts-) Informatiker bei d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Nicole el Karoui on "The optimal stopping problem revisited", Berlin, January 24-25 2008
    2. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008
    3. MathFinance Workshop with Prof. Eckhard Platen (Sydney University of Technology) on the Benchmark Approach to Quantitative Finance, Frankfurt, 15 March 2008
    4. Frankfurt MathFinance Conference, 17-18 March 2008
    5. Call for Papers: International Workshop on Credit Risk, Universite d'Evry Val d'Essonne, June 25-27 2008
    6. Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
  3. MathFinance Resources
    1. C/C++ and C/C# interfaces with Mathematica
    2. How to give a bad talk

26.Nov.2007
  1. MathFinance Job Exchange
    1. Senior Quantitative Developer at Barclays Global Investors (BGI), San Francisco
    2. Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
    3. Senior-Entwickler(in) Front-Office Java (m/w) bei Quanteam AG, Frankfurt
    4. 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
    5. Senior Research Associate at University of Technology, Sydney, School of Finance and Economics, Faculty of Business, Quantitative Finance Research Centre
    6. Extraordinariat (W2) für Finanzmathematik an der Technischen Universität München
    7. Two Senior Research Fellows in Quantitative Finance at the Oxford-Man Institute, University of Oxford, starting 1st September 2008
    8. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    9. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    10. Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 - 29 November 2007
    2. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    3. Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
    4. Deloitte Finance-Seminar: Monte-Carlo-Methoden, mit Dr. Jörg Kienitz, Düsseldorf, 14-15 Februar 2008,
    5. Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
  3. MathFinance Resources
    1. English-German translator for Excel functions
    2. New book by Christian Fries: Mathematical Finance: Theory, Modeling, Implementation
    3. New book by Peter Kohl-Landgraf: PDE Valuation of Interest Rate Derivatives. From Theory To Implementation

05.Nov.2007
  1. MathFinance Job Exchange
    1. Finanzingenieur/Mathematiker oder Physiker, Weber & Partner, Heidelberg
    2. 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
    3. Faculty Positions in Actuarial Science and/or Mathematical Finance in the Robinson College of Business at Georgia State University
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Finance-Seminar Monte-Carlo-Methoden, Düsseldorf, 8 - 9 November 2007
    2. Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
    3. Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 - 29 November 2007
    4. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    5. Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
    6. MoneyScience Master Class - Mark Joshi: Implementing the LIBOR Market Model, London, 24 - 25 January 2008
    7. Bachelier Finance Society 5th World Congress, London, 15-19 July 2008
  3. MathFinance Resources
    1. Exotic Option Calculator by Sitmo
    2. Benchmarks for Optimization Software by Hans Mittelmann
    3. Papers on automatic differentiation and greeks

15.Oct.2007
  1. MathFinance Job Exchange
    1. Tenure-track Appointment at the Department of Mathematics and Statistics at York Univesity
    2. University of California - Open level position in Stochastic Analysis
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
    2. Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 -29 November 2007
    3. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    4. Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
    5. Structured Products and Credit Derivatives, Paris, 27 - 28 March 2008
  3. MathFinance Resources
    1. eFinancialCareers - The Financial Job Marketplace

28.Sep.2007
  1. MathFinance Job Exchange
    1. ESG Business Development & Quantitative Analyst at DFA Capital Management Inc.
    2. Tenure-track faculty position at the rank of Assistant Professor in Financial Mathematics at the University of Western Ontario
    3. Rand Merchant Bank Post-doctoral Research Fellowship in Mathematical Finance
    4. The Applied Mathematics group at the Department of Mathematics and Computer Science, University of Antwerp is seeking a PhD student in Numerical Analysis
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker (m/w), Physiker (m/w) oder (Wirtschafts-)Informatiker (m/w): d-fine GmbH, Deutschland
  2. MathFinance Events
    1. Commodities & Commodity Derivatives Conference, London, 19 - 22 November 2007
    2. Interest Rate Modelling, Risk Management & Hybrids Products, London, 27 -29 November 2007
    3. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    4. Latest Developments: Credit Derivatives Pricing & Modeling, CDOs & CPPI, London, 3 - 5 December 2007
    5. Mathematics in Finance Conference, Berg-en-dal Camp, Kruger National Park, South Africa, 1 - 6 September 2008
  3. MathFinance Resources
    1. New book by Guus Balkema and Paul Embrechts: High Risk Scenarios and Extremes - A geometric approach
    2. New book by Wüthrich, Bühlmann und Furrer: Market-Consistent Actuarial Valuation
    3. Special issue of Finance and Stochastics: Computational Methods in Finance

10.Sep.2007
  1. MathFinance Job Exchange
    1. Trading & Derivatives der Privatbank Sal. Oppenheim jr. & Cie. sucht eine(n) Mitarbeiter(in) im Frontoffice für die Modellentwicklung von exotischen Derivaten
    2. 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
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, 17-22 Sept 2007
    2. The 4th Fixed Income Conference: London, 19-21 Sept 2007
    3. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
    4. Conference on Finance, Stochastics and Insurance, University of Bonn, Germany, February 25-29 2008
  3. MathFinance Resources
    1. The Fourier Space Time-stepping (FST) calculator by Vladimir Surkov
    2. 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
    3. marketindex - ABN AMRO's new trading platform for active traders

16.Aug.2007
  1. MathFinance Job Exchange
    1. Head of Portfolio Solutions at Barclays Global Investors (BGI) San Francisco, CA
    2. Risk Manager at Frankfurt School of Finance & Management: European Fund for Southeast Europe
    3. Nachwuchskräfte im Controlling und Portfolio Management, Atel Energie AG Düsseldorf
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, 17-22 Sept 2007
    2. The 4th Fixed Income Conference: London, 19-21 Sept 2007
    3. Modelling & Measuring Energy Risk, London, 29-30 Nov 2007
  3. MathFinance Resources
    1. New book by Wiley Finance: Credit Risk Modeling using Excel and VBA , with DVD by Gunter Löffler, Peter N. Posch

23.Jul.2007
  1. MathFinance Job Exchange
    1. Postdoctoral Research Fellowship in Mathematical Finance, Vienna Institute of Finance
    2. Market Risk Manager/Modeling, Bank Austria Creditanstalt AG
    3. Postdoctoral Fellow(s), Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The 4th Fixed Income Conference: London, 19-21 Sept. 2007
  3. MathFinance Resources
    1. Foundation of: The Oxford-Man-Institute of Quant Finance

02.Jul.2007
  1. MathFinance Job Exchange
    1. Senior Postdoctoral Research Fellow at the Oxford-Man Institute, University of Oxford: Market Microstructure Modelling
    2. Research Associate Position at University of New South Wales, Australia
    3. Financial Engineers Capital Market Structures (Equities/Rates), Erste Bank, Wien
    4. A Position as an Associate Professor, University of Aarhus
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 4 � 6 July 2007
    2. The 4th Fixed Income Conference: London, 19-21 Sept. 2007
  3. MathFinance Resources
    1. Online Academic Advisor - a social networking website for the global academic community
    2. Investitionen: Bewertung, Auswahl und Risikomanagement von Siegfried Trautmann

11.Jun.2007
  1. MathFinance Job Exchange
    1. Faculty Positions in Financial Engineering, Reykjavík University
    2. Zwei Praktikanten/innen in Frankfurt für den Bereich Quantitative Analysis, Sal. Oppenheim
    3. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Modelling Cross-Commodity Relations for Energy Markets - electricity, gas and CO2. Stockholm, June 19-20 2007
    2. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Hong Kong 25-27 June 2007
    4. Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
    5. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 4 � 6 July 2007
    6. 1st Leipzig Workshop on Quantitative Risk Management, Radisson SAS Hotel Leipzig, 5-7 Sept 2007
    7. The 4th Fixed Income Conference: London, 19-21 Sept. 2007
  3. MathFinance Resources
    1. Attilio Meucci's MATLAB routines for risk and portfolio management available

14.May.2007
  1. MathFinance Job Exchange
    1. Research Associate in the Area of Financial Mathematics and Econometrics, ZHW, Zürich
    2. Financial and Economic Modeling, DFA Capital Management Inc., Cologne, Germany; Zurich, Switzerland; and Purchase, NY
    3. Client-focussed Quant at European corporate derivatives and structured products origination group, Credit Suisse
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    7. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Hong Kong 25-27 June 2007
    2. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    3. d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
    4. Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
    5. 57th Annual Meeting - Midwest Finance Association, February 27-March 1, 2008
  3. MathFinance Resources
    1. New book by Nikolai Dokuchaev: Mathematical Finance: Core Theory, Problems and Statistical Algorithms

23.Apr.2007
  1. MathFinance Job Exchange
    1. Client-focussed Quant at European corporate derivatives and structured products origination group, Credit Suisse
    2. Assistant or Associate Professor of Finance, Warwick Business School
    3. Spezialist ALM Entwicklung C++ (w/m) Aktiv-/Passiv-Steuerung, Postbank
    4. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    5. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    8. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
    2. 4. Derivate-Stammtisch Düsseldorf, 31 Mai 2007
    3. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    4. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    5. d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
    6. Einführung in Monte Carlo und C++ im Financial Engineering, 2.-6. Juli 2007, Frankfurt
    7. Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
  3. MathFinance Resources
    1. Master of Quantitative Finance (M.SC.) at Frankfurt School of Finance & Management

10.Apr.2007
  1. MathFinance Job Exchange
    1. Research Assistant at the Department of Finance at HHL - Leipzig Graduate School of Management
    2. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    3. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    6. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    2. Finance Courses in Amsterdam
    3. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
    4. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
    5. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    6. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    7. d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
    8. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, September, 17th-22nd, 2007
    9. Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
  3. MathFinance Resources

16.Mar.2007
  1. MathFinance Job Exchange
    1. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
    2. IT-Consultant /Developer, Sal. Oppenheim, Frankfurt
    3. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    4. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    6. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Finance Courses in Amsterdam
    2. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, New York City, 9 - 11 May 2007, Hong Kong 25-27 June 2007
    3. Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 � 23 March 2007
    4. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    5. Frankfurt MathFinance Workshop March 26-27, 2007
    6. Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 � 30 March 2007
    7. Computational Finance World Congress, March 26, 2007, London
    8. Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
    9. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    10. Short Course on "Mathematics of Electricity Supply and Pricing", Queensland, 22-27 April 2007
    11. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
    12. Financial Econometrics and Forecasting, April 23-27, 2007, Geneva, Switzerland
    13. Private Equity, April 30 - May 3, 2007, Geneva, Switzerland
    14. Interest-Rate Models: Theory and Practical Applications, May 7-11, 2007, Geneva, Switzerland
    15. Calibration, Estimation and Numerical Methods in Finance, May 21-25, 2007, Geneva, Switzerland
    16. Practical Solutions for Econometric Issues in Asset Allocation, May 28-June 1, 2007, Geneva, Switzerland
    17. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    18. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
    19. d-fine's International "Science in Finance" Workshop, 25 - 27 June, Oxford
    20. Structured Products, August 27-31, 2007, Geneva, Switzerland
    21. Quantitative Methods in Finance 2007, 12 -15 Dec, Sydney, Australia
  3. MathFinance Resources
    1. Two key journals in fund management from Palgrave Macmillan

01.Mar.2007
  1. MathFinance Job Exchange
    1. Full Time Associate at Risk and Quantitative Analysis Group (RQA) of Credit Suisse Fixed Income Department
    2. Full Time Position at Global Modeling and Analytics Group (GMAG) of Credit Suisse Fixed Income Department
    3. Quantitative Summer Institute at Credit Suisse Fixed Income and Equities Department - Summer Internship
    4. Quantitative Analyst, Risk Control at Erste Bank der Oesterreichischen Sparkassen AG, Vienna
    5. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    6. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    7. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    8. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Finance Courses in Amsterdam
    2. 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
    3. Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 � 23 March 2007
    4. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    5. Frankfurt MathFinance Workshop March 26-27, 2007
    6. Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 � 30 March 2007
    7. Computational Finance World Congress, March 26, 2007, London
    8. Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
    9. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    10. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
    11. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    12. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
  3. MathFinance Resources
    1. Looking for a Job in London? Why not take a look at CanaryWharfJobs.com
    2. Developing Add-ins (XLLs) in Excel 2007
    3. New Book on Mathematical Finance: Core Theory, Problems and Statistical Algorithms by Nikolai Dokuchaev

14.Feb.2007
  1. MathFinance Job Exchange
    1. Reader / Lecturer in Financial Mathematics at King's College London
    2. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    3. Associate (m/w) Advisory als Financial Engineer bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    5. Front-Office Entwickler Java mit J2EE-Kentnissen (m/w), Quanteam, Frankfurt
  2. MathFinance Events
    1. Einladung zum 3. Derivate-Stammtisch, 14. Februar, Buttershaker in Düsseldorf
    2. Finance Courses in Amsterdam
    3. 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
    4. Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 � 23 March 2007
    5. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    6. Frankfurt MathFinance Workshop March 26-27, 2007
    7. Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 � 30 March 2007
    8. Computational Finance World Congress, March 26, 2007, London
    9. Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
    10. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    11. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
    12. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques London, 7 - 8 June 2007
    13. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
  3. MathFinance Resources
    1. Buy at 20% Discount: Wiley's Book of the Month: The LIBOR Market Model in Practice
    2. Online Academic Advisor
    3. C(omp)++: a new Collective Knowledge Portal for the Computational Finance community

31.Jan.2007
  1. MathFinance Job Exchange
    1. Quantitative Analyst/ Quantitative Developer (m/w), LPA, Frankfurt a.M.
    2. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    4. Position in the Wissenschaftskolleg "Differential Equation Models in Science and Engineering", Financial and Actuarial Mathematics at Vienna University of Technology, Austria
    5. Risikomanagement Financial Risk Solutions, Deloitte, Düsseldorf
  2. MathFinance Events
    1. Finance Courses in Amsterdam
    2. 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
    3. Latest Developments: Interest Rate Modelling & Hybrids Products, London, 19 � 23 March 2007
    4. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    5. Frankfurt MathFinance Workshop March 26-27, 2007
    6. Latest Developments: Credit Derivatives Pricing & Modeling, Credit Hybrids & CPPI London, 26 � 30 March 2007
    7. Computational Finance World Congress, March 26, 2007, London
    8. Inflation Linked Derivatives Workshop, London, 2 - 4 April 2007
    9. LIBOR Market Model Master Class: Peter Jaeckel and Riccardo Rebonato, Venice, 12 - 13 April 2007
    10. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
    11. Computational Finance Hybrid Derivatives Workshop: The Latest Modeling and Practical Implementation Techniques, London, 7 - 8 June 2007
    12. Latest Developments: Interest Rate Hybrid Products Workshop, Singapore, 21 - 22 June 2007
  3. MathFinance Resources
    1. Fractal Geometry
    2. Economymodels.com
    3. Monte Carlo Excel Sheet with Parser

15.Jan.2007
  1. MathFinance Job Exchange
    1. Faculty Positions in Systems Engineering and Engineering Management, Chinese University of Hong Kong
    2. Junior Quantitative Developer, LPA, Frankfurt a.M.
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    2. Frankfurt MathFinance Workshop March 26-27, 2007
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
    4. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
    5. Computational Finance World Congress, March 26, 2007, London
    6. Call for papers: Journal of Risk Management in Financial Institutions
  3. MathFinance Resources
    1. Drawing in LaTeX
    2. New Book on Copulasby Jörn Rank
    3. A Atructured Products Pricing Tool by Dimitri Reiswich

20.Dec.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    2. Frankfurt MathFinance Workshop March 26-27, 2007
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
    4. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
    5. Call for papers: Computational Methods in Finance, July 26-27, 2007, Waterloo, Canada
  3. MathFinance Resources
    1. UnRisk 2.5 released

06.Dec.2006
  1. MathFinance Job Exchange
    1. Front-Office Entwickler C++ & Java (m/w) bei Quanteam
    2. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Einladung zum 2. Derivate-Stammtisch am 14.12. in Düsseldorf
    2. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    3. Dr Attilio Meucci: Advanced Quantitative Risk and Portfolio Management, March 24-25, 2007
    4. Frankfurt MathFinance Workshop March 26-27, 2007
    5. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
    6. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
    7. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
  3. MathFinance Resources
    1. Certificate in Quantitative Finance: Start on January 3rd 2007 - Just a few places left!!
    2. Wiley's Book of the Month: FX Options and Structured Products by Uwe Wystup

15.Nov.2006
  1. MathFinance Job Exchange
    1. Front-Office Entwickler C++ & Java (m/w) bei Quanteam
    2. Barclays Capital Campus Recruitment
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Einladung zum 1. Derivate-Stammtisch am 16.11. in Düsseldorf
    2. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, London, 14 - 16 March 2007 and New York City, 18 - 20 April 2007
    4. Credit Derivatives: Master Class by John Hull, Jon Gregory & Philipp Schonbucher, New York City, 23 � 25 April 2007
  3. MathFinance Resources
    1. Kreditderivate und Kreditrisikomodelle - New Book by Martin, Reitz and Wehn
    2. Haskell - A Computer Programming Language

30.Oct.2006
  1. MathFinance Job Exchange
    1. Faculty Position in Financial Engineering at Bilkent University, Department of Industrial Engineering
    2. Tenure-track faculty and Postdoctoral positions at Cornell University, School of Operations Research & Industrial Engineering
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    2. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. Louis Bachelier�s: Theory of Speculation - The Origins of Modern Finance
    2. Wiley's Book of the Month: Introduction to C++ for Financial Engineers with CD by Daniel J. Duffy

10.Oct.2006
  1. MathFinance Job Exchange
    1. PhD students and PostDocs in the START Prize Project "Geometry of Stochastic Differential Equations", TU Wien
    2. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Modelling & Measuring Energy Commodities Risk 2006, Conference 14-15 November, Workshop 16 November, London
    2. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    3. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    4. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. Certificate in Quantitative Finance

25.Sep.2006
  1. MathFinance Job Exchange
    1. Tenure-Track Faculty Position in Mathematical Finance, University of Western Ontario
    2. Quantitative Analyst / Spezialist im Bereich Modellvalidierung (m/w), Hypo Real Estate Holding AG
    3. Business Analysts, Consultants, Senior Consultants (m/w) - Risikomanagement Financial Risk Solutions, Deloitte
    4. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    2. 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
    3. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    4. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
  3. MathFinance Resources
    1. Draft version of "Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation" by Floyd B. Hanson
    2. FDOM Excel Interface and Object Library Software
    3. Wiley's Book of the Month: Inside Volatility Arbitrage: The Secrets of Skewness by Alireza Javaheri
    4. Stable library and interfaces

12.Sep.2006
  1. MathFinance Job Exchange
    1. Quant Analyst Cross-Asset Exotics, Sal. Oppenheim jr. & Cie. Frankfurt
    2. Tenure Track Positions in Quantitative Finance: University of Texas at Austin
    3. Open level position in Stochastic Analysis (particularly Mathematical Finance), University of California
    4. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    2. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    3. 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
    4. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    5. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    6. Quantitative Methods in Finance 2006, Dec 13 -16, 2006, Sydney
    7. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. Janos D. Pinter's new book on Global Optimization with Maple

28.Aug.2006
  1. MathFinance Job Exchange
    1. Ph.D. Student or Postdoc in Credit Risk Modelling, Vienna University of Technology
    2. Quantitative Energy Analyst, Stark Investments
    3. R&D in Computational Finance, NEC Europe Ltd., C&C Research Laboratories, Sankt Augustin, Germany
    4. Junior Quantitative Developer, Lucht Probst Associates GmbH, Frankfurt a.M.
    5. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    2. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    3. 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
    4. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    5. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
  3. MathFinance Resources
    1. Finance and Stochastics, Volume 10, Number 3

14.Aug.2006
  1. MathFinance Job Exchange
    1. R&D in Computational Finance, NEC Europe Ltd., C&C Research Laboratories, Sankt Augustin, Germany
    2. Junior Quantitative Developer, Lucht Probst Associates GmbH, Frankfurt a.M.
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    2. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    4. 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
    5. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    6. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    7. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. Courses on Quantitative Finance on CD-ROM

31.Jul.2006
  1. MathFinance Job Exchange
    1. Junior Quantitative Developer, Lucht Probst Associates GmbH, Frankfurt a.M.
    2. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    2. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    4. 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
    5. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    6. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
  3. MathFinance Resources
    1. Technical Teaching Notes and Resources from Prof. Don M. Chance
    2. vbnumericalmethods.com - Excel VBA Code for Finance Applications

17.Jul.2006
  1. MathFinance Job Exchange
    1. Quantitative Energy Analyst, Stark Investments
    2. Assistant/Associate/Full Professor in Actuarial Science, Tilburg University
    3. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    2. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    3. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    4. 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
    5. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    6. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    7. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. The Project Martingale
    2. Powerdot

03.Jul.2006
  1. MathFinance Job Exchange
    1. HSH Nordbank Securities S.A., Luxembourg: Junior Portfolio Manager (m/w)
    2. Ph.D. Student and Postdoc in Mathematical Finance, Vienna University of Technology
    3. UBS Investment Bank: Analyst - VaR Prototyping & Historical Data
    4. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Credit Derivatives/CDO Workshop, July 3 - July 4, 2006, Kaiserslautern Germany
    2. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, 10th-14th July 2006, HfB Frankfurt
    3. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    4. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    5. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    6. 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
    7. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    8. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
  3. MathFinance Resources
    1. Master of Quantitative Finance (M.Sc.) at HfB - Business School of Finance & Management

19.Jun.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Front-Office Entwickler Java/C++ (m/w) bei Quanteam
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Courses on Quantitative Finance
    2. Workshop on Advances in Continuous Optimization, Reykjavik, Iceland, June 30 - July 1, 2006
    3. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, 10th-14th July 2006, HfB Frankfurt
    4. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    5. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    6. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    7. 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
    8. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    9. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    10. Call for papers: Computational Finance World Congress: The First Decade March 26, 2007, London
  3. MathFinance Resources
    1. Microfoundations of Financial Economics by Yvan Lengwiler

05.Jun.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Front-Office Entwickler Java/C++ (m/w) bei Quanteam
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    4. Faculty position in financial mathematics/engineering, Reykjavik University
  2. MathFinance Events
    1. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    2. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, 10th-14th July 2006, HfB Frankfurt
    3. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    4. Call for Participation: "Operational and Credit Risk" of the International Annual Conference Operations Research 2006, Karlsruhe (Germany), 6 - 8 Sept 2006
    5. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    6. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    7. 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
    8. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    9. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
  3. MathFinance Resources
    1. Third Edition available: Tools for Computational Finance, by R. Seydel
    2. MoneyScience

22.May.2006
  1. MathFinance Job Exchange
    1. Junior Quantitative Developer, Lucht Probst Associates GmbH, Frankfurt a.M.
    2. Trainees Quantitative Finance, HSH Nordbank AG, Kiel
    3. Senior Consultant, Global Financial Services Risk Management, Zürich
    4. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    5. Front-Office Entwickler Java/C++ (m/w) bei Quanteam
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    2. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, 10th-14th July 2006, HfB Frankfurt
    3. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    4. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    5. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    6. 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
    7. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    8. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
    9. 10th Conference of the Swiss Society for Financial Market Research (SGF), March 30, 2007, Zürich
  3. MathFinance Resources
    1. Jan Vecer's Implementation in MATLAB of Unified Asian Pricing

08.May.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Front-Office Entwickler Java/C++ (m/w) bei Quanteam
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. WBS Training USA Fixed Income Derivatives Week: Inflation Linked Derivatives, Interest Rate/Hybrid Derivatives, Credit Derivatives, CDOs & CDO^2 Workshop Week, 15 - 19 May 2006, New York
    2. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    3. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, 10th-14th July 2006, HfB Frankfurt
    4. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    5. The 3rd Fixed Income Conference, Amsterdam, 20 - 22 Sept 2006
    6. Latest Developments: Commodities & Commodity Derivatives by Professor Hélyette Geman, Central London, 2 - 4 Oct 2006
    7. 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
    8. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 27 - 29 Nov 2006, Central London
    9. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 4 - 6 Dec 2006, Central London
  3. MathFinance Resources
    1. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment by Kenneth J. Singleton

24.Apr.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Senior Quant Analyst exotische Zins- und Hybridderivate im Bereich Trading & Derivatives der Privatbank Sal. Oppenheim jr. & Cie., Frankfurt
    3. Front-Office Entwickler Java/C++ (m/w) bei Quanteam
    4. Position in Financial Mathematics at the Middle East Technical University, Ankara, Turkey
    5. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    6. Senior Risiko-Controller / Financial- & Derivatives Analysts in der Bankgesellschaft Berlin
  2. MathFinance Events
    1. Quantitative Risk Management: Concepts, Techniques and Tools - The Cornell Waterloo Financial Engineering Spring Workshop, May 11-13, 2006, New York
    2. HfB-Conference 2006 "Think differently - growth from different points of view", 13. Mai 2006, Frankfurt
    3. WBS Training USA Fixed Income Derivatives Week: Inflation Linked Derivatives, Interest Rate/Hybrid Derivatives, Credit Derivatives, CDOs & CDO^2 Workshop Week, 15 - 19 May 2006, New York
    4. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    5. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, 10th-14th July 2006, HfB Frankfurt
    6. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
  3. MathFinance Resources
    1. Publications with Joseph Abate on the Numerical Inversion of Laplace Transforms
    2. Winter Simulation Conferences

10.Apr.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Mathematiker/Physiker/BWLer, Weber & Partner, Heidelberg
    4. Assistant Professor, Centre of Finance and Insurance, University of Amsterdam
    5. Derivatives Analyst at EIB, Luxemburg
  2. MathFinance Events
    1. Advanced Interest Rate Modelling, 18 - 21 Apr 2006, Oxford
    2. WBS Training USA Fixed Income Derivatives Week: Inflation Linked Derivatives, Interest Rate/Hybrid Derivatives, Credit Derivatives, CDOs & CDO^2 Workshop Week, 15 - 19 May 2006, New York
    3. Daniel Duffy's Finite Difference Method for Quantitative Finance: Theory, Applications and Computation, New York, 16 - 17 May and 18 - 19 May 2006
    4. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    5. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, 10th-14th July 2006, HfB Frankfurt
    6. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    7. Call for Papers: 10 - 11 January 2007 at the "WHU - Otto Beisheim School of Management" in Vallendar, Germany
  3. MathFinance Resources
    1. New book: "Biologically Inspired Algorithms for Financial Modelling", Brabazon and O'Neill
    2. "Exponentials, Diffusions, Finance, Entropy and Information" by W. Stummer
    3. Encyclopaedia of Cubature Formulas by Ronald Cools, Katholieke Universiteit Leuven
    4. 20% discount for Wiley Finance Books for all participants of the Frankfurt MathFinance Workshop (http://workshop.mathfinance.de)
    5. Canary Wharf Jobs.com

27.Mar.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Front-Office Entwickler Java/C++ (m/w), Quanteam, Frankfurt
    3. Quantitative/r Analyst/in/Researcher/in bei Sal. Oppenheim jr. & Cie. im Investmentbanking / Bereich Trading & Derivatives
    4. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    5. Senior Risiko-Controller / Financial- & Derivatives Analysts in der Bankgesellschaft Berlin
  2. MathFinance Events
    1. Frankfurt MathFinance Workshop 27-28 March 2006
    2. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 27 - 29 Mar 2006, Central London
    3. Certificate in Quantitative Finance, Frankfurt, 4th April 2006
    4. Latest Developments: Equity Derivatives / Stochastic Volatility / Option Variance & Equity Hybrids, 5 - 7 April 2006, Central London
    5. Call for Registration: 9th Conference of the Swiss Society for Financial Market Research (SGF), 7 April 2006, Zürich
    6. Inflation Linked Derivatives Workshop, 10 - 12 April 2006, Central London
    7. Estimating and Forecasting Financial Market Volatility and Correlation, May 1-5, 2006, Geneva, Switzerland
    8. Interest-Rate Models: Theory and Practical Applications, May 8-12, 2006, Geneva, Switzerland
    9. WBS Training USA Fixed Income Derivatives Week: Inflation Linked Derivatives, Interest Rate/Hybrid Derivatives, Credit Derivatives, CDOs & CDO^2 Workshop Week, 15 - 19 May 2006, New York
    10. NMF2006 - International Conference on Numerical Methods for Finance, 7th-9th June 2006, Dublin, Ireland
    11. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    12. Daniel Duffy's Advanced C++ for Financial Instrument Pricing, 26 - 29 June 2006, Frankfurt
    13. Einführung in Monte Carlo-Methoden und C++ im Financial Engineering, 10th-14th July 2006, HfB Frankfurt
    14. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
  3. MathFinance Resources
    1. Advanced Monte Carlo Methods I & II
    2. Springer Yellow Sale Mathematics und Birkhäuser Green Sale 2006
    3. Abramowith & Stegun's Handbook of Mathematical Functions With Formulas, Graphs, and Mathematical Tables on the web
    4. Visual Studio Express: Free, but limited editions of Visual Studio 2005 for a single programming language supported by .NET

13.Mar.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Front-Office Entwickler Java/C++ (m/w), Quanteam, Frankfurt
    3. Quantitative/r Analyst/in/Researcher/in bei Sal. Oppenheim jr. & Cie. im Investmentbanking / Bereich Trading & Derivatives
    4. Quantitative Analyst Front Office, Erste Bank, Wien
    5. Professorship in Mathematical Finance, University of Oxford
    6. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 20 - 22 Mar 2006, Central London
    2. International Conference on Financial Engineering, March 22-24, 2006, University of Florida, Gainesville
    3. Frankfurt MathFinance Workshop 27-28 March 2006
    4. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 27 - 29 Mar 2006, Central London
    5. Latest Developments: Equity Derivatives / Stochastic Volatility / Option Variance & Equity Hybrids, 5 - 7 April 2006, Central London
    6. Inflation Linked Derivatives Workshop, 10 - 12 April 2006, Central London
    7. WBS Training USA Fixed Income Derivatives Week: Inflation Linked Derivatives, Interest Rate/Hybrid Derivatives, Credit Derivatives, CDOs & CDO^2 Workshop Week, 15 - 19 May 2006, New York
    8. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    9. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
    10. Quantitative Methods in Finance 2006, Dec 13 -16, 2006, Sydney

27.Feb.2006
  1. MathFinance Job Exchange
    1. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei KPMG Frankfurt
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Senior Risiko-Controller / Financial- & Derivatives Analysts in der Bankgesellschaft Berlin
  2. MathFinance Events
    1. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 27 - 28 Feb 2006, Central London
    2. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 20 - 22 Mar 2006, Central London
    3. International Conference on Financial Engineering, March 22-24, 2006, University of Florida, Gainesville
    4. Frankfurt MathFinance Workshop 27-28 March 2006
    5. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 27 - 29 Mar 2006, Central London
    6. Latest Developments: Equity Derivatives / Stochastic Volatility / Option Variance & Equity Hybrids, 5 - 7 April 2006, Central London
    7. Inflation Linked Derivatives Workshop, 10 - 12 April 2006, Central London
    8. WBS Training USA Fixed Income Derivatives Week: Inflation Linked Derivatives, Interest Rate/Hybrid Derivatives, Credit Derivatives, CDOs & CDO^2 Workshop Week, 15 - 19 May 2006, New York
    9. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    10. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
  3. MathFinance Resources
    1. UnRisk2.3 with more sophisticated deal types and local volatility surface
    2. Comprehensive TeX Archive Network (CTAN)

13.Feb.2006
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Spezialist Risikocontrolling (m/w), Schwerpunkt Neue Produkte / Neue Märkte
    3. (Senior) Quantitative Analysts (f/m) at Atradius Credit Insurance N.V. in Cologne
  2. MathFinance Events
    1. Numerical Methods for Pricing Financial Derivatives, February 23-25, Amsterdam
    2. FORC - Implementing Derivative Valuation Models Conference, 24 Feb 2006, University of Warwick
    3. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 27 - 28 Feb 2006, Central London
    4. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 20 - 22 Mar 2006, Central London
    5. International Conference on Financial Engineering, March 22-24, 2006, University of Florida, Gainesville
    6. Frankfurt MathFinance Workshop 27-28 March 2006
    7. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 27 - 29 Mar 2006, Central London
    8. Latest Developments: Equity Derivatives / Stochastic Volatility / Option Variance & Equity Hybrids, 5 - 7 April 2006, Central London
    9. Inflation Linked Derivatives Workshop, 10 - 12 April 2006, Central London
    10. The First Conference of Advanced Mathematical Methods for Finance (AMaMeF) April 26-29, 2006, Side, Antalya, Turkey
    11. WBS Training USA Fixed Income Derivatives Week: Inflation Linked Derivatives, Interest Rate/Hybrid Derivatives, Credit Derivatives, CDOs & CDO^2 Workshop Week, 15 - 19 May 2006, New York
    12. The Latest Developments: Interest Rate Modelling, 12 - 13 June 2006, Venice
    13. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo

30.Jan.2006
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Senior Risiko-Controller / Financial- & Derivatives Analysts in der Bankgesellschaft Berlin
    3. Tenure Track Position at the Assistant Professor Level, Department of Mathematics and Statistics, University of Calgary
    4. University Lecturer in Mathematical Finance, University of Oxford
    5. Associate (m/w) Advisory für Bewertungsfragen im Financial Risk Management bei Banken Frankfurt
  2. MathFinance Events
    1. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 27 - 28 Feb 2006, Central London
    2. "Behavioural Finance - Is it just Hype?", 15 March 2006, Central London
    3. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 20 - 22 Mar 2006, Central London
    4. International Conference on Financial Engineering, March 22-24, 2006, University of Florida, Gainesville
    5. Frankfurt MathFinance Workshop 27-28 March 2006
    6. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 27 - 29 Mar 2006, Central London
    7. Latest Developments: Equity Derivatives / Stochastic Volatility / Option Variance & Equity Hybrids, 5 - 7 April 2006, Central London
    8. Inflation Linked Derivatives Workshop, 10 - 12 April 2006, Central London
    9. WBS Training USA Fixed Income Derivatives Week: Inflation Linked Derivatives, Interest Rate/Hybrid Derivatives, Credit Derivatives, CDOs & CDO^2 Workshop Week, 15 - 19 May 2006, New York
    10. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
  3. MathFinance Resources
    1. QuantFinanceJobs.com: a job site for quantitative finance professionals
    2. New book by Schachermayer and Delbaen on The Mathematics of Arbitrage in the Springer Finance Series
    3. Mono: A CSharp Compiler

13.Jan.2006
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Trainee in der Bankgesellschaft Berlin
    3. Business Analyst / Support Analyst in der Bankgesellschaft Berlin
    4. Equity Derivatives Quantitative Analyst, WestLB AG
  2. MathFinance Events
    1. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 27 - 28 Feb 2006, Central London
    2. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 20 - 22 Mar 2006, Central London
    3. International Conference on Financial Engineering, March 22-24, 2006, University of Florida, Gainesville
    4. Frankfurt MathFinance Workshop 27-28 March 2006
    5. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 27 - 29 Mar 2006, Central London
    6. Latest Developments: Equity Derivatives / Stochastic Volatility / Option Variance & Equity Hybrids, 5 - 7 April 2006, Central London
    7. Inflation Linked Derivatives Workshop, 10 - 12 April 2006, Central London
    8. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
  3. MathFinance Resources
    1. "Extreme Financial Risks From Dependence to Risk Management" by Malevergne, Yannick, Sornette, Didier
    2. LaTeX Beamer
    3. New book by John Schoenmakers: Robust Libor Modelling and Pricing of Derivative Products
    4. GNU Octave: a high-level language, primarily intended for numerical computations
    5. Finance and Stochastics, Volume 10, Number 1
    6. Quantitative Finance, Volume 5, Number 6

23.Dec.2005
  1. MathFinance Job Exchange
    1. Quantitative/r Analyst/in at Quanteam, Germany
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Chair in Financial Mathematics (Department of Mathematics), London School of Economics and Political Science
    4. Junior Risikocontroller Treasury, IKB Deutsche Industriebank AG, Düsseldorf
  2. MathFinance Events
    1. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 27 - 28 Feb 2006, Central London
    2. The Latest Developments: Interest Rate Derivatives & Hybrids Workshop, 20 - 22 Mar 2006, Central London
    3. International Conference on Financial Engineering, March 22-24, 2006, University of Florida, Gainesville
    4. Latest Developments: Credit Derivatives / Credit CPPI & Credit Hybrids, 27 - 29 Mar 2006, Central London
    5. Latest Developments: Equity Derivatives / Stochastic Volatility / Option Variance & Equity Hybrids, 5 - 7 April 2006, Central London
    6. Inflation Linked Derivatives Workshop, 10 - 12 April 2006, Central London
    7. Bachelier Finance Society 2006 Fourth World Congress, August 17-20 2006, Tokyo
  3. MathFinance Resources
    1. A Course in Derivative Securities by Kerry Back
    2. Unified Pricing of Asian Options and its Implementation by Jan Vecer

05.Dec.2005
  1. MathFinance Job Exchange
    1. Quantitative/r Analyst/in at Quanteam, Germany
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. New Position in Mathematical Finance, Bilkent University, Ankara, Turkey
    4. Wissenschaftliche/r Mitarbeiter/in, Lehrstuhl für Finanzierung der Universität Mannheim
    5. Tenure-Track Position in Financical Mathematics/Quantitative Finance, Department of Mathematics, National University of Singapore
  2. MathFinance Events
    1. Winter School on Financial Mathematics 2006, January 23-25, Netherlands
    2. International Conference on Financial Engineering, March 22-24, 2006, University of Florida, Gainesville
    3. Call for Papers: 4th Finance Conference, 6th - 8th July, 2006, Universidade do Porto, Portugal
  3. MathFinance Resources
    1. Random.org � True Random Number Service
    2. Mindview.net
    3. Sourceforge.net

14.Nov.2005
  1. MathFinance Job Exchange
    1. Permanent Senior Lecturer/Lecturer/Associate Lecturer Position in Mathematical Finance - University of Witwatersrand, Johannsburg
    2. Quantitative/r Analyst/in at Quanteam, Germany
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    4. PhD students and PostDocs, Financial and Actuarial Mathematics, Vienna University of Technology
    5. Senior Quant, Quant - Trainee und Senior Risiko-Controller / Financial- & Derivatives Analysts in der Bankgesellschaft Berlin
  2. MathFinance Events
    1. Equity / Credit Hybrid Products Workshop, 17th - 18th Nov. 2005, London
    2. Computational Finance I: C++ in Financial Engineering with a Focus on Monte Carlo Methods, 21-25 Nov 2005, HfB, Frankfurt
    3. Inflation Linked Derivatives & Interest Rate Hybrid Products Workshop, 23rd - 25th Nov. 2005, London
  3. MathFinance Resources
    1. Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
    2. EqWorld - the World of Mathematical Equations
    3. New Book by Matthias Fengler: Semiparametric Modeling of Implied Volatility

31.Oct.2005
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Quantitative/r Analyst/in at Quanteam, Germany
    3. Quantitative/r Analyst/in bei Sal. Oppenheim jr. & Cie. im Investmentbanking / Bereich Trading & Derivatives
  2. MathFinance Events
    1. Mathematics for Quantitative Finance, from 7th November 2005, London
    2. Equity / Credit Hybrid Products Workshop, 17th - 18th Nov. 2005, London
    3. Computational Finance I: C++ in Financial Engineering with a Focus on Monte Carlo Methods, 21-25 Nov 2005, HfB, Frankfurt
    4. Free Event. Meet UnRisk2, 22-Nov-05, in Tel Aviv
    5. Inflation Linked Derivatives & Interest Rate Hybrid Products Workshop, 23rd - 25th Nov. 2005, London
    6. CASE - Center for Applied Statistics and Economics - an interdisciplinary research center of Humboldt-Universität zu Berlin announces the Distinguished Lecture Series 2006 - "Integrated Risk Management", Prof. Dr. Rudi Zagst, Munich University of Technology, January 26 - 27, 2006, Deutsche Bank in Berlin
    7. Workshop on Quantitative Finance, January 26-27, 2006, University of Perugia (Italy)
  3. MathFinance Resources
    1. Asset Price Dynamics, Volatility, and Prediction (Hardcover) by Stephen J. Taylor

14.Oct.2005
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Quantitative/r Analyst/in at Quanteam, Germany
    3. Tenure-Track Position in Mathematical Finance, Department of Mathematical Sciences, Carnegie Mellon University
    4. Faculty Positions in Risk Management and Insurance, J. Mack Robinson College of Business, Georgia State University
    5. Open Level Position in Stochastic Analysis, University of California, Santa Barbara
    6. Ph.D. Position in Quantitative Finance, HfB, Frankfurt
    7. Fixed Income & Equities Full-Time PhD Associates - London Programme, Lehman Brothers
  2. MathFinance Events
    1. Quant Congress Europe, 31 Oct & 1 Nov 2005, London
    2. Mathematics for Quantitative Finance, from 7th November 2005, London
    3. Equity / Credit Hybrid Products Workshop, 17th - 18th Nov. 2005, London
    4. Inflation Linked Derivatives & Interest Rate Hybrid Products Workshop, 23rd - 25th Nov. 2005, London
    5. Numerical Methods in Finance, February 1-3, 2006, Inria-Rocquencourt
  3. MathFinance Resources
    1. A New Issue of Quantitative Finance, Vol. 5, No. 4
    2. Quantitative Finance Discussion Forums
    3. Free Statistical Software
    4. Risk and Asset Allocation by Attilio Meucci, Springer (2005)
    5. New book: Asset Price Dynamics, Volatility, and Prediction by Stephen Taylor

26.Sep.2005
  1. MathFinance Job Exchange
    1. Tenure-track or tenured position at Cornell University - School of Operations Research & Industrial Engineering
    2. Quantitative/r Analyst/in bei Sal. Oppenheim jr. & Cie. im Investmentbanking / Bereich Trading & Derivatives
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    4. Quantitative/r Analyst/in at Quanteam, Germany
  2. MathFinance Events
    1. PRisMa 2005: One-Day Workshop on Portfolio Risk Management, Sept. 26, 2005, Vienna
    2. 18th Annual Warwick Options Conference: Credit Instruments and other Derivative Securities, 30 September 2005, University of Warwick
    3. VG Modeling: Pricing Financial Derivatives in Equity and Credit Risk, 29 - 30th September 2005, London
    4. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 6th - 7th Oct. 2005, London
    5. Call for Papers: XXXVII Euro Working Group on Financial Modelling (XXXVII EWGFM), October 27-29, 2005, Frankfurt
    6. Mathematics for Quantitative Finance, from 7th November 2005, London
    7. Equity / Credit Hybrid Products Workshop, 17th - 18th Nov. 2005, London
    8. Inflation Linked Derivatives & Interest Rate Hybrid Products Workshop, 23rd - 25th Nov. 2005, London
    9. Conference on Numerical Methods in Finance, February 1-3, 2006, Rocquencourt
  3. MathFinance Resources

05.Sep.2005
  1. MathFinance Job Exchange
    1. Research Fellows at Warwick Business School
    2. Quantitative/r Analyst/in at Quanteam, Germany
    3. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
    2. VG Modeling: Pricing Financial Derivatives in Equity and Credit Risk, 29 - 30th September 2005, London
    3. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 6th - 7th Oct. 2005, London
    4. Final announcement: 3rd Zurich Workshop on Quantitative Risk Management, 17th - 20th Oct. 2005, ETH Zurich
    5. Mathematics for Quantitative Finance, from 7th November 2005, London
    6. Equity / Credit Hybrid Products Workshop, 17th - 18th Nov. 2005, London
    7. Inflation Linked Derivatives & Interest Rate Hybrid Products Workshop, 23rd - 25th Nov. 2005, London
  3. MathFinance Resources
    1. "Empirical Techniques in Finance" by Bhar, Hamori
    2. Journal of Asset Management - Call for Papers
    3. Historical Data available by British Bankers Association (BBA)
    4. Online computation for various distributions
    5. Multi-Asset Option Pricer by Carlos Veiga now available at MathFinance

22.Aug.2005
  1. MathFinance Job Exchange
    1. Junior Quantitative Developer, LPA, Frankfurt
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Senior Quantitative Analyst Equities, Dresdner Bank AG
    4. Senior Quantitative Analyst Funds, Dresdner Bank AG
  2. MathFinance Events
    1. C++ for Quantitative Finance, 5th Sept 2005, London
    2. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
    3. VG Modeling: Pricing Financial Derivatives in Equity and Credit Risk, 29 - 30th September 2005, London
    4. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 6th - 7th Oct. 2005, London
    5. Quant Congress Europe, 31 Oct & 1 Nov 2005, London
    6. Mathematics for Quantitative Finance, from 7th November 2005, London
    7. Equity / Credit Hybrid Products Workshop, 17th - 18th Nov. 2005, London
    8. Inflation Linked Derivatives & Interest Rate Hybrid Products Workshop, 23rd - 25th Nov. 2005, London
  3. MathFinance Resources
    1. Analytic Methods for Pricing Double Barrier Options in the Presence of Stochastic Volatility (2002)

01.Aug.2005
  1. MathFinance Job Exchange
    1. Junior Quantitative Developer, LPA, Frankfurt
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Change of location: Meet UnRisk2 at KTH in Stockholm, 18-August-05, free event at the PDE and Mathematical Finance workshop
    2. C++ for Quantitative Finance, 5th Sept 2005, London
    3. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
    4. VG Modeling: Pricing Financial Derivatives in Equity and Credit Risk, 29 - 30th September 2005, London
    5. Vinod Kothari Workshop: Securitisation Structuring & Modelling, 6th - 7th Oct. 2005, London
    6. Mathematics for Quantitative Finance, from 7th November 2005, London
    7. Equity / Credit Hybrid Products Workshop, 17th - 18th Nov. 2005, London
    8. Inflation Linked Derivatives & Interest Rate Hybrid Products Workshop, 23rd - 25th Nov. 2005, London
  3. MathFinance Resources
    1. Rainbow Option Pricer in Excel now available for Download
    2. Credit Risk Resource page by Enrico De Giorgi
    3. Calculator for vanilla options by R. Seydel

18.Jul.2005
  1. MathFinance Job Exchange
    1. Junior Quantitative Developer, LPA, Frankfurt
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. C1 Assistant Position in Financial and Insurance Mathematics, LMU, München
  2. MathFinance Events
    1. Drei Tages Seminar: Einführung in Monte Carlo und C++ im Financial Engineering, HfB, Frankfurt, 27.-29. Juli 2005
    2. Change of location: Meet UnRisk2 at KTH in Stockholm, 18-August-05, free event at the PDE and Mathematical Finance workshop
    3. C++ for Quantitative Finance, 5th Sept 2005, London
    4. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
    5. VG Modeling: Pricing Financial Derivatives in Equity and Credit Risk, 29 - 30th September 2005, London
    6. Mathematics for Quantitative Finance, from 7th November 2005, London
  3. MathFinance Resources
    1. UnRisk2.2 with more sophisticated deal types
    2. A Course in Derivative Securities - Introduction to Theory and Computation by Kerry Back
    3. Multi-Asset Option Pricer by Carlos Veiga now available at MathFinance

04.Jul.2005
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Lecturer in Financial Mathematics (Permanent) at Dublin City University
    3. Two Tenure-track Assistant Professor Positions, National Technical University of Athens, Greece
  2. MathFinance Events
    1. Drei Tages Seminar: Einführung in Monte Carlo und C++ im Financial Engineering, HfB, Frankfurt, 27.-29. Juli 2005
    2. C++ for Quantitative Finance, 5th Sept 2005, London
    3. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
    4. VG Modeling: Pricing Financial Derivatives in Equity and Credit Risk, 29 - 30th September 2005, London
    5. Mathematics for Quantitative Finance, from 7th November 2005, London
  3. MathFinance Resources
    1. New Journal: Derivatives Use, Trading & Regulation
    2. MathFinance FX Option Pricer - now for sale
    3. Exchange Traded Funds - Structure, Regulation and Application of a New Fund Class by Hehn, Elisabeth (Ed.)

20.Jun.2005
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. PhD student and PostDoc for two research projects, Vienna University of Technology
  2. MathFinance Events
    1. Exotic Equity Derivatives, Pricing and Hedging, 20 - 21st June 2005, London
    2. The Certificate in Quantitative Finance, 29th June 2005, London
    3. Volatility, Advanced Modelling with PC Workshops, 4 - 5th July 2005, London
    4. C++ for Quantitative Finance, 5th Sept 2005, London
    5. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
    6. VG Modeling: Pricing Financial Derivatives in Equity and Credit Risk, 29 - 30th September 2005, London
    7. 3rd Zurich Workshop on Quantitative Risk Management: Concepts, Techniques and Tools, ETH Zurich, Monday 17th - Thursday 20th October, 2005
    8. Mathematics for Quantitative Finance, from 7th November 2005, London
    9. Call for Papers and Registration: 9th Conference of the Swiss Society for Financial Market Research (SGF), April 7, 2006, Zürich
  3. MathFinance Resources
    1. Journal of Asset Management
    2. Bessel Functions and Modified Bessel Functions for Real and Complex Arguments in C/C++
    3. "Derivative Finanzmarktinstrumente" von Bernd Rudolph und Klaus Schäfer

06.Jun.2005
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Quantitativer Entwickler C++/Java (m/w)
    3. Anwendungsentwickler Murex
    4. Manager Rating Models (m/w)
  2. MathFinance Events
    1. Mathematics for Quantitative Finance, from 7th June 2005
    2. Exotic Equity Derivatives, Pricing and Hedging, 20 - 21st June 2005
    3. There is more than �Sell in May and go away' - Scientific state-of-the-art investment analysis, HfB Business Luncheon, June 22, 2005
    4. The Certificate in Quantitative Finance, 29th June 2005, London
    5. Free Event: Meet UnRisk2. When accurate derivatives analytics really counts, 18. Aug. 2005, Stockholm, Sweden
    6. Volatility, Advanced Modelling with PC Workshops, 4 - 5th July 2005
    7. C++ for Quantitative Finance, 5th Sept 2005, London
    8. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
  3. MathFinance Resources
    1. Dependency Walker 2.1 - View File Dependencies
    2. BoundsChecker - Error Detection and Debugging for C++
    3. R-project.de, a new site on R in German
    4. webMathematica

14.Mai.2005
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Anwendungsentwickler Murex
    3. Senior Risk Specialist Market Risk Management at WestLB
  2. MathFinance Events
    1. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    2. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 16-17 May 2005
    3. CDOs Workshop: The Latest Developments, London, 19 - 20 May 2005
    4. Interest Rate Hybrid Products & Inflation Linked Derivatives Workshop - Central London - 6/7 June 2005
    5. The Certificate in Quantitative Finance, 29th June 2005, London
    6. C++ for Quantitative Finance, 5th Sept 2005, London
    7. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
    8. Cattedra Galileiana 2005, 19-24 Sept. 2005, Scuola Normale Superiore, Pisa, Italy
    9. Call for Papers: Workshop on Concentration Risk in Credit Portfolios, 18. Nov. 2005, Frankfurt, Germany
  3. MathFinance Resources
    1. Finance and Stochastics, Vol 9 No 2
    2. Review of the 5th Frankfurt MathFinance Workshop
    3. Tradesignal
    4. UnRisk2

25.Apr.2005
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Researcher in Computational Finance
  2. MathFinance Events
    1. Two-day Advanced Course on Option pricing and risk management in models with jumps, London, May 5 and 6, 2005
    2. Mathematics for Quantitative Finance, 16th May 2005, London
    3. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    4. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 16-17 May 2005
    5. CDOs Workshop: The Latest Developments, London, 19 - 20 May 2005
    6. Interest Rate Hybrid Products & Inflation Linked Derivatives Workshop - Central London - 6/7 June 2005
    7. The Certificate in Quantitative Finance, 29th June 2005, London
    8. C++ for Quantitative Finance, 5th Sept 2005, London
    9. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
  3. MathFinance Resources
    1. New book: Statistical Tools for Finance and Insurance by Härdle, Weron and Cizek
    2. fxoptions.net - a webpage by James Grim

08.Apr.2005
  1. MathFinance Job Exchange
    1. Lectureship in Financial Mathematics, University College Cork, Ireland
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Professur für Entrepreneurial Risk Management, ETH Zürich
    4. Postdoctoral Research Positions, University of Coimbra
    5. Quantitative Researchers, Citadel Investment Group, L.L.C.
  2. MathFinance Events
    1. "Monte-Carlo Simulations: Application to Risk Management", "Risk Management in the Insurance Industry", "Socially Responsible and Double Bottom Line Investing � Risks vs Returns", Chicago
    2. 5th Frankfurt MathFinance Workshop, 14-15 Apr. 2005
    3. Brockhaus and Jaeckel Workshop: The Practicalities of Equities Modelling, Central London, 21-22 Apr. 2005
    4. Stochastic Volatility & Risk Premium: pricing derivatives, hedging & optimal portfolio management, 2 - 3 May, 2005, New York (Jersey City) 9 - 10 May, 2005, London
    5. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    6. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 16-17 May 2005
    7. CDOs Workshop: The Latest Developments, London, 19 - 20 May 2005
    8. Interest Rate Hybrid Products & Inflation Linked Derivatives Workshop - Central London - 6/7 June 2005
    9. The 2nd Fixed Income Conference: Prague, 14th - 16th Sept 2005
    10. Campus for Finance - Call for Papers: "Fixed Income - Lending, Borrowing and Taking Risk", Vallendar, Germany, 11th - 12th Jan 2006
  3. MathFinance Resources
    1. Numerical Recipes in C# Source Code
    2. General Algebraic Modeling System

24.Mar.2005
  1. MathFinance Job Exchange
    1. Tenure-track Position in Stochastic Analysis/Mathematical Finance, University of Pittsburgh
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. International Conference on Risk Management and Quantitative Approaches in Finance, 6-8 Apr. 2005, University of Florida
    2. 5th Frankfurt MathFinance Workshop, 14-15 Apr. 2005
    3. Brockhaus and Jaeckel Workshop: The Practicalities of Equities Modelling, Central London, 21-22 Apr. 2005
    4. Measuring and Modelling Energy Risk, 10-11 May 2005, Rotterdam
    5. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    6. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 16-17 May 2005
    7. CDOs Workshop: The Latest Developments, London, 19 - 20 May 2005
    8. Seminar Monte-Carlo-Methoden, 2. - 3. Juni 2005, Düsseldorf
    9. Interest Rate Hybrid Products & Inflation Linked Derivatives Workshop - Central London - 6/7 June 2005
    10. Conference on Stochastic Modelling of Complex Systems & Australian 4th National Symposium on Financial Mathematics, July 10-16 2005, Daydream Island, Queensland
    11. Quantitative Methods in Finance 2005, December 14-17, 2005, Sydney
    12. Econometrics of Financial and Insurance Risk: 16th EC^2 Conference, December 16-17 2005, Istanbul, Turkey
  3. MathFinance Resources
    1. Bernt �ksendal and Agnès Sulem: "Applied Stochastic Control of Jump Diffusions"
    2. An Option Pricer, Premia

04.Mar.2005
  1. MathFinance Job Exchange
    1. Tenure-track Position in Stochastic Analysis/Mathematical Finance, University of Pittsburgh
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Financial Engineer in Frankfurt, Archelon Deutschland GmbH
    4. Manager Rating Models (m/w)
    5. Academic Fellowship in Actuarial/Financial Mathematics, Heriot-Watt University, Edinburgh
  2. MathFinance Events
    1. Interest Rate Hybrid Products and Inflation Linked Derivatives Workshop, 10-11 Mar. 2005
    2. Equity / Credit Hybrid Products Workshop, Central London, 14-15 Mar. 2005
    3. International Conference on Risk Management and Quantitative Approaches in Finance, 6-8 Apr. 2005, University of Florida
    4. Nassim Taleb - An Off-Model View of Quantitative Finance, Amsterdam, April 7-8, 2005
    5. 5th Frankfurt MathFinance Workshop, 14-15 Apr. 2005
    6. Brockhaus and Jaeckel Workshop: The Practicalities of Equities Modelling, Central London, 21-22 Apr. 2005
    7. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    8. Interest-Rate Models: Theory and Practical Applications, Geneva, Switzerland, May 9-13, 2005
    9. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 16-17 May 2005
    10. New Directions in Risk Modelling and Financial Planning, London, 18-19 May 2005
    11. Spring School in Finance 2005, University of Bologna, Italy, 19-20 May 2005
    12. CDOs Workshop: The Latest Developments, London, 19 - 20 May 2005
    13. Workshop on Stochastic Modeling in Financial Mathematics, Montreal, Canada, June 1-5, 2005
    14. Interest Rate Hybrid Products & Inflation Linked Derivatives Workshop - Central London - 6/7 June 2005
    15. Provisional Program for the Workshop in Finance "Capital Structure Arbitrage", Evry University , June 16 - 17 2005
    16. SAMSI Program on Financial Mathematics, Statistics and Econometrics Opening Workshop, Research Triangle Park, North Carolina, September 18-21, 2005
  3. MathFinance Resources
    1. Financial Engineering with Finite Elements - New Book by Jürgen Topper
    2. Mathematical Finance at Imperial College

18.Feb.2005
  1. MathFinance Job Exchange
    1. Tenure-track Position in Stochastic Analysis/Mathematical Finance, University of Pittsburgh
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Quantitativer Analyst und C++/Java Entwickler, Quanteam, Frankfurt
    4. Two Assistant Professorships in Finance at the University of Zurich
    5. Tenured position: Scientific Associate linked to the Chair of Insurance Mathematics, ETH Zurich
    6. Quantitative Analysts/Traders: Systematic Analytics/Trading/Arbitrage/Hedging/Equities/Fixed Income
  2. MathFinance Events
    1. Securitisation Structuring and Modelling Workshop, 28 Feb.- 1 Mar. 2005
    2. Interest Rate Hybrid Products and Inflation Linked Derivatives Workshop, 10-11 Mar. 2005
    3. Equity / Credit Hybrid Products Workshop, Central London, 14-15 Mar. 2005
    4. International Conference on Risk Management and Quantitative Approaches in Finance, 6-8 Apr. 2005, University of Florida
    5. 5th Frankfurt MathFinance Workshop, 14-15 Apr. 2005
    6. Brockhaus and Jaeckel Workshop: The Practicalities of Equities Modelling, Central London, 21-22 Apr. 2005
    7. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    8. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 16-17 May 2005
    9. New Directions in Risk Modelling and Financial Planning, London, 18-19 May 2005
  3. MathFinance Resources
    1. Research Primer on Credit Portfolio Modeling by the Portfolio Strategy Group at Credit Suisse First Boston
    2. Collections of Articles on Advanced Technical Analysis
    3. Calling C/C++ Methods within a Java Program
    4. Mathematics of Financial Markets by R. J. Elliott and P. E. Kopp
    5. Risk Management: Challenge and Opportunity by M. Frenkel, U. Hommel, M. Rudolf (Hrsg.)

28.Jan.2005
  1. MathFinance Job Exchange
    1. Tenure-track Position in Stochastic Analysis/Mathematical Finance, University of Pittsburgh
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Assistant Professor or Associate Professor in the Area of Financial Mathematics, University of Western Ontario
    4. Wissenschaftliche Mitarbeiterin/Wissenschaftlichen Mitarbeiter für den Bereich Versicherungsmathematik, Departement Mathematik der ETH Zürich
  2. MathFinance Events
    1. Securitisation Structuring and Modelling Workshop, 28 Feb.- 1 Mar. 2005
    2. Interest Rate Hybrid Products and Inflation Linked Derivatives Workshop, 10-11 Mar. 2005
    3. Equity / Credit Hybrid Products Workshop, Central London, 14-15 Mar. 2005
    4. International Conference on Risk Management and Quantitative Approaches in Finance, 6-8 Apr. 2005, University of Florida
    5. 5th Frankfurt MathFinance Workshop, 14-15 Apr. 2005
    6. Brockhaus and Jaeckel Workshop: The Practicalities of Equities Modelling, Central London, 21-22 Apr. 2005
    7. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    8. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 16-17 May 2005
    9. New Directions in Risk Modelling and Financial Planning, London, 18-19 May 2005
    10. Workshop: New Mathematical Methods in Risk Theory, Florence, 6-8 Oct 2005
  3. MathFinance Resources
    1. Commercial Library Module Available for Generating Sobol Sequences in up to 370 Dimensions
    2. Social Science Research Network (SSRN) - A Database for Working Papers

14.Jan.2005
  1. MathFinance Job Exchange
    1. Tenure-track Position in Stochastic Analysis/Mathematical Finance, University of Pittsburgh
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    3. Le 2ème "Job Market" de la Finance, Paris, 5 - 6 Avril 2005
    4. Quantitativer Analyst und C++/Java Entwickler, Quanteam, Frankfurt
    5. Quantitativer Analyst/in bei Sal. Oppenheim im Investment Banking / Equity Derivatives Group
  2. MathFinance Events
    1. Finance Day at CoFaR (Mainz, Germany) 2005 am 31. Januar 2005
    2. Mathématiques Financières, le Mardi 1er Février 2005
    3. Securitisation Structuring and Modelling Workshop, London, 28 Feb.- 1 Mar. 2005
    4. Interest Rate Hybrid Products and Inflation Linked Derivatives Workshop, London, 10-11 Mar. 2005
    5. Equity / Credit Hybrid Products Workshop, London, 14-15 Mar. 2005
    6. International Conference on Risk Management and Quantitative Approaches in Finance, 6-8 Apr. 2005, University of Florida
    7. 5th Frankfurt MathFinance Workshop, 14-15 Apr. 2005
    8. Brockhaus and Jaeckel Workshop: The Practicalities of Equities Modelling, London, 21-22 Apr. 2005
    9. Modelling and Measuring Energy Risk, Rotterdam, 10-12 May 2005
    10. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, London, 16-17 May 2005
    11. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, London, 16-17 May 2005
    12. New Directions in Risk Modelling and Financial Planning, London, 18-19 May 2005
  3. MathFinance Resources
    1. An Introduction to Credit Risk Modeling by Christian Bluhm, Ludger Overbeck, Christoph Wagner

27.Dez.2004
  1. MathFinance Job Exchange
    1. Tenure-track Position in Stochastic Analysis/Mathematical Finance, University of Pittsburgh
    2. Nomura Research Fellow in Mathematical Finance, Mathematical Institute and Wadham College
  2. MathFinance Events
    1. Securitisation Structuring and Modelling Workshop, 28 Feb.- 1 Mar. 2005
    2. Interest Rate Hybrid Products and Inflation Linked Derivatives Workshop, 10-11 Mar. 2005
    3. Equity / Credit Hybrid Products Workshop, Central London, 14-15 Mar. 2005
    4. International Conference on Risk Management and Quantitative Approaches in Finance, 6-8 Apr. 2005, University of Florida
    5. 5th Frankfurt MathFinance Workshop, 14-15 Apr. 2005
    6. Brockhaus and Jaeckel Workshop: The Practicalities of Equities Modelling, Central London, 21-22 Apr. 2005
    7. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    8. Modelling and Practical Implementation Strategies for Portfolio Credit Derivatives, 16-17 May 2005
    9. Quantitative Finance: Developments, Applications & Problems, 4-8 Jul. 2005
  3. MathFinance Resources
    1. Quantitative Finance Master and PhD Programs HfB - Business School of Finance and Management
    2. econphd.net - Website of Christian Roessler
    3. Financial Instrument Pricing Using C++ (The Wiley Finance Series) by Daniel J. Duffy
    4. A New Issue of Review of Financial Studies, Vol. 18, No. 1

08.Dez.2004
  1. MathFinance Job Exchange
    1. Financial Derivatives Software Consultants at Murex NA
    2. Internship at Commerzbank London, Financial Engineering Desk
  2. MathFinance Events
    1. Equity / Credit Hybrid Products Workshop, Central London, 14-15 March 2005
    2. Brockhaus and Jaeckel Workshop: The Practicalities of Equities Modelling, Central London, 21-22 April 2005
    3. Capital Structure Arbitrage workshop In conjunction with Value Consultants Ltd, Central London, 16-17 May 2005
    4. 2nd Bachelier Colloquium on Stochastic Analysis and Mathematical Finance, Metabief (Jura mountains), 9-16 January 2005
    5. Distinguished Lecture Series 2005 - "Dynamic Models of Implied Volatility", by Prof. Stewart Hodges, PhD, Warwick University, January 27 and 28, 2005, at Deutsche Bank in Berlin.
    6. Nassim Taleb - An Off-Model View of Quantitative Finance, January 27-28, 2004 in Amsterdam
    7. Stochastic Calculus and its Applications to Quantitative Finance and Electrical Engineering, 24-27 July 2005, Calgary Canada
    8. International Conference on Risk Management and Quantitative Approaches in Finance, April 6-8 2005, University of Florida
  3. MathFinance Resources
    1. Quantitative Finance Master and PhD Programs HfB - Business School of Finance and Management
    2. UnRisk2.1 with more sophisticated deal types, the latest Version of its UnRisk Pricing Engine for Mathematica

15.Nov.2004
  1. MathFinance Job Exchange
    1. Professor of Mathematical Finance, Birkbeck College, University of London
    2. Professor of Financial Mathematics, King's College London, Department of Mathematics
    3. Lecturer in Financial Mathematics, King's College London, Department of Mathematics
    4. University Lecturer in Mathematical Finance, Mathematical and Physical Sciences Division, Mathematical Institute, University of Oxford
    5. Junior Position at Mathfi project (INRIA, Rocquencourt)
  2. MathFinance Events
    1. Basket Credit Derivatives & Synthetics CDOs Workshop, London, 22-23 Nov 2004
    2. Securitisation Structuring and Modelling Workshop, London, 25-26 Nov 2004
    3. Modelling & Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 2-3 Dec 2004
    4. 4th Symposium on Lévy Processes, University of Manchester, 10-14 January 2005
    5. Distinguished Lecture Series 2005 - "Dynamic Models of Implied Volatility", by Prof. Stewart Hodges, PhD, Warwick University, January 27 and 28, 2005, at Deutsche Bank in Berlin.
    6. 8th conference of the Swiss Society for Financial Markets Research (SGF), 8 April, 2005: Call for Papers
    7. Workshop on the Interface between Quantitative Finance and Insurance, 4-8 April, 2005
    8. International Conference on Risk Management and Quantitative Approaches in Finance, April 6-8 2005, University of Florida
  3. MathFinance Resources
    1. A note on the bivariate normal, by David Forfar, Heriot-Watt University, Edinburgh
    2. MoneyScience Financial Intelligence Network
    3. A note on Vedic Mathematics, by Uwe Wystup, MathFinance

22.Oct.2004
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Quantitative Risk Analyst, German Bank
    3. W2-Professur für Angewandte Mathematik, Ludwig-Maximilians-Universität München
    4. Financial Services Industry Marketing Manager
  2. MathFinance Events
    1. Capital Structure Arbitrage Workshop in Conjunction with Value Consultants Ltd, London, 1 - 2 Nov 2004
    2. Quant Congress Europe, London, 8 - 9 Nov 2004
    3. Basket Credit Derivatives & Synthetics CDOs Workshop, London, 22-23 Nov 2004
    4. Securitisation Structuring and Modelling Workshop, London, 25-26 Nov 2004
    5. Modelling & Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 2-3 Dec 2004
    6. Workshop on New Mathematical Methods in Risk Theory, Florence, 6-8 Oct 2005
  3. MathFinance Resources
    1. Sentix-Website

01.Oct.2004
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Quantitative Risk Analyst, German Bank
    3. Sophis Risque Financial Engineers
    4. Two Faculty Positions in Actuarial Science/Mathematical Finance at Georgia State University
    5. Risk Manager for Invesco
  2. MathFinance Events
    1. Basket Credit Derivatives & Synthetics CDOs Workshop, London, 22-23 Nov 2004
    2. Securitisation Structuring and Modelling Workshop, London, 25-26 Nov 2004
    3. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling, London, 21-22 Oct 2004
    4. Modelling & Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 2-3 Dec 2004
    5. Quant Congress Europe, London, 8 - 9 Nov 2004
    6. Capital Structure Arbitrage Workshop in Conjunction with Value Consultants Ltd, London, 1 - 2 Nov 2004
  3. MathFinance Resources
    1. A new issue of Review of Financial Studies, Vol. 17, No. 4
    2. Fall 2004 Issue of the Journal of Derivatives, Vol. 12 No. 1
    3. Vorlesungsankündigung: "Finanzmathematik: Bewertungsmodelle für Zinsderivate - Theorie, Modellierung, Implementierung"
    4. fit-for-finance.com - website of Michael Verhofen

17.Sep.2004
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Quantitative Risk Analyst, German Bank
    3. Sophis Risque Financial Engineers
    4. Junior Quant at Lucht Probst Associates GmbH, Frankfurt
    5. Open Level Position at University of California, Santa Barbara
  2. MathFinance Events
    1. Basket Credit Derivatives & Synthetics CDOs Workshop, London, 22-23 Nov 2004
    2. Securitisation Structuring and Modelling Workshop, London, 25-26 Nov 2004
    3. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling, London, 21-22 Oct 2004
    4. Modelling & Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 2-3 Dec 2004
    5. Quant Congress Europe, London, 8 - 9 Nov 2004
  3. MathFinance Resources
    1. MoneyScience Financial Intelligence Network: Call for Articles
    2. New paper by Carlos Sanz Chacon on Estimation Methods of sensitivities of n-th-to-Default Swaps to changes in the hazard rates
    3. The Oxford Finance series

27.Aug.2004
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Quantitative Risk Analyst, German Bank
    3. Sophis Risque Financial Engineers and Team Leaders
    4. C1 Assistant Position in Financial and Insurance Mathematics, LMU Munich
    5. Several Tenure-track Positions in Mathematics, Florida State University
  2. MathFinance Events
    1. The Inaugural Fixed Income Conference, Prague, 15-17 Sept 2004
    2. Basket Credit Derivatives & Synthetics CDOs Workshop, London, 22-23 Nov 2004
    3. Securitisation Structuring and Modelling Workshop, London, 25-26 Nov 2004
    4. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling, London, 21-22 Oct 2004
    5. Modelling & Practical Implementation Strategies for Portfolio Credit Derivatives, New York, 2-3 Dec 2004
    6. Advanced Course on Mathematical Finance, University of Bologna, Nov 04 - March 05
    7. First Announcement: Workshop on Optimization in Finance, Coimbra (Portugal), 5-8 July 2005
    8. Developments in Quantitative Finance, Cambridge, Jan - Jul 2005
  3. MathFinance Resources
    1. My Life as a Quant : Reflections on Physics and Finance by Emanuel Derman
    2. Hedge Fund Center
    3. Random Number Generators by pLab

06.Aug.2004
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
    2. Quantitative Risk Analyst, German Bank
  2. MathFinance Events
    1. The Inaugural Fixed Income Conference, Prague
    2. Basket Credit Derivatives & Synthetics CDOs Workshop
    3. Securitisation Structuring and Modelling Workshop
    4. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling
  3. MathFinance Resources
    1. UnRisk2. High-End Numerics transferred from Industrial Risk Control to Computational Finance.
    2. Credit Risk Webpage by Enrico De Giorgi
    3. Steven E. Shreve's lecture notes on Stochastic Calculus for Finance have appeared as a Springer Finance Textbook
    4. Historical Data available by British Bankers Association (BBA)

19.Jul.2004
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. The Inaugural Fixed Income Conference, Prague
    3. Basket Credit Derivatives & Synthetics CDOs Workshop
    4. Securitisation Structuring and Modelling Workshop
    5. Integrated Risk-Return Management: New Approach to Management of Bank Portfolio, New York
    6. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling
  3. MathFinance Resources
    1. UnRisk2. High-End Numerics transferred from Industrial Risk Control to Computational Finance.
    2. Princeton�s Master in Finance Program
    3. Quantifi the Credit Derivative Specialist
    4. Trading Theories

05.Jul.2004
  1. MathFinance Job Exchange
    1. Senior Quant Position at a large German bank
    2. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. The Inaugural Fixed Income Conference, Prague
    3. Basket Credit Derivatives & Synthetics CDOs Workshop
    4. Securitisation Structuring and Modelling Workshop
    5. Integrated Risk-Return Management: New Approach to Management of Bank Portfolio, New York
    6. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling
  3. MathFinance Resources
    1. LaTex-Tips
    2. A new issue of Review of Financial Studies: Fall 2004; Vol. 17, No. 3
    3. Steven E. Shreve's lecture notes on Stochastic Calculus for Finance have appeared as a Springer Finance Textbook

07.Jun.2004
  1. MathFinance Job Exchange
    1. Standard Bank Senior Lectureship in Advanced Mathematics of Finance, Johannesburg, South Africa
    2. One Year Research Assistantship, Venice, Italy
    3. Specialist Credit Risk / Financial Engineering, Commerzbank AG, Frankfurt am Main
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. The Inaugural Fixed Income Conference, Prague
    3. Basket Credit Derivatives & Synthetics CDOs Workshop
    4. Securitisation Structuring and Modelling Workshop
    5. Integrated Risk-Return Management: New Approach to Management of Bank Portfolio, New York
    6. "Stochastic Calculus and its Applications in Quantitative Finance and Electrical Engineering", Calgary
  3. MathFinance Resources

25.May.2004
  1. MathFinance Job Exchange
    1. Three Year Term Position in Financial Mathematics, University of Calgary
    2. Senior Specialist Financial Engineering, Commerzbank AG, Frankfurt am Main
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. The Inaugural Fixed Income Conference, Prague
    3. Basket Credit Derivatives & Synthetics CDOs Workshop
    4. Securitisation Structuring and Modelling Workshop
    5. Integrated Risk-Return Management: New Approach to Management of Bank Portfolio, New York
    6. Hot Business. UnRisk2. When accurate derivatives analytics counts.
  3. MathFinance Resources
    1. Annals of Finance
    2. New Website for Jobs in Banking and Finance
    3. Neu erschienen im Springer Verlag: Zinsderivate von Nicole Branger und Christian Schlag

10.May.2004
  1. MathFinance Job Exchange
    1. Mathematiker, Physiker oder Wirtschaftsinformatiker: d-fine GmbH, Frankfurt
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. Capital Structure Arbitrage Workshop, London
    3. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling
    4. The Inaugural Fixed Income Conference, Prague
    5. Basket Credit Derivatives & Synthetics CDOs Workshop
    6. Securitisation Structuring and Modelling Workshop
    7. Hot Business. UnRisk2. When accurate derivatives analytics counts.
  3. MathFinance Resources
    1. Rmetrics

26.Apr.2004
  1. MathFinance Job Exchange
    1. Readerships, Senior Lectureships and Lectureships at Heriot-Watt University, Edinburgh
    2. Dozierende/n für angewandte Finanz- und Versicherungsmathematik an der Zürcher Hochschule Winterthur (ZHW)
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. Capital Structure Arbitrage Workshop, London
    3. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling -- Date Change!
    4. The Inaugural Fixed Income Conference, Prague
    5. Basket Credit Derivatives & Synthetics CDOs Workshop
    6. 2-nd Workshop on Smart Adaptive Systems in Finance, Rotterdam
    7. HfB Conference 2004, Frankfurt
    8. Interest-Rate Models: Theory and Practical Applications, Geneva
    9. Integrated Risk-Return Management: New Approach to Management of Bank Portfolio, New York
  3. MathFinance Resources
    1. Scilab - A Free Scientific Software Package
    2. Learn programming with C#!
    3. Kyriakos Chourdakis Homepage
    4. Zinsderivate - Eine Einführung in Produkte, Bewertung, Risiken von S. Reitz,W. Schwarz und M.R.W. Martin
    5. Wikipedia

06.Apr.2004
  1. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. Capital Structure Arbitrage Workshop, London
    3. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling -- Date Change!
    4. The Inaugural Fixed Income Conference, Prague
    5. Basket Credit Derivatives & Synthetics CDOs Workshop
    6. Workshop zum Thema "Credit Risk Models"
  2. MathFinance Resources
    1. Asian Equity Indices
    2. New Book by Jaksa Cvitanic and Fernando Zapatero: Introduction to the Economics and Mathematics of Financial Markets
    3. Quantitative Finance Volume 4 Issue 2 (April 2004)
    4. A new issue of Review of Financial Studies, Vol. 17, No. 2
    5. New Book by Desmond J. Higham: An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation

15.Mar.2004
  1. MathFinance Job Exchange
    1. Readerships, Senior Lectureships and Lectureships, Heriot-Watt University, Edinburgh
    2. Quantitativer Risiko Analyst, Frankfurt
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    3. Frankfurt MathFinance Workshop on Derivatives and Risk Management in Theory and Practice
    4. Capital Structure Arbitrage Workshop, London
    5. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling -- Date Change!
    6. Call for Papers: Quantitative Methods in Finance 2004 Conference
    7. 9th Annual Risk Europe 2004 Congress, London
    8. The Inaugural Fixed Income Conference, Prague
    9. Symposium Announcement: The 1st. International Symposium on Risk-Management and Cyber-Informatics
    10. 17th Australasian Finance & Banking Conference
    11. Austrian Workshop on Asset Liability Management (ALM 2004) for Insurance Companies and Pension Funds
    12. Spring School in Finance, Bologna, Italy
  3. MathFinance Resources
    1. Derivativesportal.org launched
    2. Prof. Peter Carr's home page at New York University - Papers and more!
    3. Riskglossary

25.Feb.2004
  1. MathFinance Job Exchange
    1. Equity Derivatives Quantitative Analyst, Deutschland
    2. Joint Faculty Position, Stanford University
    3. Risk Management, US Investment Bank, London
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    3. Interest-Rate Modelling & Stochastic Volatility Workshop
    4. Basket Credit Derivatives & Synthetics CDO's Workshop
    5. Frankfurt MathFinance Workshop on Derivatives and Risk Management in Theory and Practice
    6. Stochastic Finance 2004, Autumn School & International Conference
    7. Capital Structure Arbitrage Workshop, London
    8. Brockhaus & Jaeckel Workshop: The Practicalities of Equities Modelling
  3. MathFinance Resources
    1. Fortran Source Check

09.Feb.2004
  1. MathFinance Job Exchange
    1. Senior Lecturer/Associate Professor in Financial Mathematics at University College Cork, Ireland
    2. Wissenschaftliche Mitarbeiter am Lehrstuhl für Finanzierung der Universität Mannheim
    3. Equity Derivatives Quantitative Analyst, Deutschland
    4. Wissenschaftliche/r Mitarbeiterin/Mitarbeiter am HVB-Stiftungsinstitut für Finanzmathematik,Technische Universitaet Muenchen
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    3. Interest-Rate Modelling & Stochastic Volatility Workshop
    4. Basket Credit Derivatives & Synthetics CDO's Workshop
    5. Frankfurt MathFinance Workshop on Derivatives and Risk Management in Theory and Practice
    6. EURANDOM Workshop on "Exotic option pricing under advanced Lévy models"
    7. Workshop on Using Simulation Techniques for Energy Risk Management and Decision Making and Workshop on Storage: Valuation, Management and Optimisation of Storage Facilities, London
  3. MathFinance Resources
    1. HTML Tidy und LCC-Win32
    2. The Concepts and Practice of Mathematical Finance - The new book by Mark Joshi
    3. Erstellung von Folien mit LaTeX
    4. Quantitative Finance Volume 4 Issue 1

26.Jan.2004
  1. MathFinance Job Exchange
    1. Senior Lecturer/Associate Professor in Financial Mathematics at University College Cork, Ireland
    2. PhD and Post-doc Positions at University of Konstanz
    3. Interest Rate Derivative Quantitative Analyst
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    3. Interest-Rate Modelling & Stochastic Volatility Workshop
    4. Basket Credit Derivatives & Synthetics CDO's Workshop
    5. Zweite Ankündigung: Karlsruher Stochastik-Tage 2004
    6. Frankfurt MathFinance Workshop on Derivatives and Risk Management in Theory and Practice
  3. MathFinance Resources
    1. R Project

13.Jan.2004
  1. MathFinance Job Exchange
    1. Senior Lecturer/Associate Professor in Financial Mathematics at University College Cork, Ireland
    2. Scholarships for PhD students and Postdoctoral Positions in Macroeconomics, Monetary Economics, and Finance, Frankfurt University
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    3. Interest-Rate Modelling & Stochastic Volatility Workshop
    4. Stochastic Finance 2004 Autumn School & International Conference
    5. Basket Credit Derivatives & Synthetics CDO's Workshop
  3. MathFinance Resources
    1. UnRisk Pricing Engine V 1.8
    2. Calibration and Pricing in Multivariate Stochastic Volatility Models
    3. Financial Engineering Review - a New Journal on Risk Management Education and Issues
    4. The Review of Financial Studies, Volume 17, Issue 1

22.Dec.2003
  1. MathFinance Job Exchange
    1. Senior Lecturer/Associate Professor in Financial Mathematics at University College Cork, Ireland
    2. Senior Equity Quantitative Analyst, London
    3. Wissenschaftliche/r Mitarbeiter/Mitarbeiterin, Technische Universität München
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    3. Call for Talks and Participation, Karlsruher Stochastik-Tage 2004
    4. Interest-Rate Modelling & Stochastic Volatility Workshop
  3. MathFinance Resources
    1. Barrier Options
    2. Quantitative Finance Volume 3 Issue 6
    3. Online computation for various distributions
    4. Online quiz pages of RiskLatte

24.Nov.2003
  1. MathFinance Job Exchange
    1. Position Openings, Department of Mathematical Sciences, Carnegie Mellon University
    2. Lectureship in Statistics, University College Cork
    3. Position: Quantitative Analysts
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. Prof. Robert Tompkins: The Volatility Workshop
    3. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    4. BPV Seminar 2003/04
    5. Hyperfinance Workshop
    6. University of Piraeus/ADEX Research Seminar Series 2003/2004
  3. MathFinance Resources
    1. Review of Monte Carlo Methods in Financial Engineering
    2. Financial Engineering Review - a new journal from Hong Kong
    3. What is PREMIA ?
    4. Third Anniversary of the QuantLib
    5. Stochastic analysis with applications to mathematical finance

10.Nov.2003
  1. MathFinance Job Exchange
    1. Vollzeitstelle für einen/eine Universitätsassistenten/in, TU Wien
    2. Postdoctoral Research Assistants, Oxford University
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. Prof. Robert Tompkins: The Volatility Workshop
    3. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    4. Gutmann Symposium on "Capital Market Based Pension Systems", Vienna
    5. Paul Glasserman with Winter School on Financial Mathematics 2003, December 17-19
    6. Symposium on the Mathematics of Finance, Livingstone, Zambia
  3. MathFinance Resources
    1. Computation of the Multivariate Normal Integral, Zvi Drezner
    2. Books on Stipends and Foundations for studying in Germany

20.Oct.2003
  1. MathFinance Job Exchange
    1. Equity Trading Quant Analyst � Boston, US
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. Prof. Robert Tompkins: The Volatility Workshop
    3. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    4. Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations
    5. Distinguished Lecture Series 2004 - "Credit Risk Modeling"
    6. UCS One-Day Course: Lévy Processes in Finance � Pricing Financial Derivatives
  3. MathFinance Resources
    1. Quantitative Finance Volume 3 Issue 5 (October 2003)
    2. Mathematical Methods for the efficient Assessment of Market and Credit Risk by Oliver Reiss
    3. Review Financial Studies (October 2003) -- Vol. 16, No. 4

30.Sep.2003
  1. MathFinance Job Exchange
    1. Tenure-track Position, University Of North Carolina Charlotte
    2. New Director and Two Junior Level Tenure-track Positions at Georgia State University, Atlanta
    3. Quantiative Modelers in London
    4. Financial Mathematics at Florida State University
    5. Risk Manager Ausbildung an der Universität
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. Asset-Backed Securities: Pricing and Hedging Aspects by Prof. Ian Giddy
    3. Prof. Robert Tompkins: The Volatility Workshop
    4. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
    5. Winter school on Financial Mathematics 2003
    6. Integrated Risk-Return Management: New Approach To Management Of Bank Portfolio
    7. Berlin Workshop on Mathematical Finance for Young Researchers
    8. Deutsches Risk 2003, Frankfurt
    9. CFS Workshop on "New Directions in Financial Risk Management"
    10. Risk Day 2003, Zürich
  3. MathFinance Resources

12.Sep.2003
  1. MathFinance Job Exchange
    1. Lectureship In Actuarial Mathematics, Heriot-Watt University
    2. Derivatives and Off Balance Sheet Risk Specialist for a major rating agency, New York
  2. MathFinance Events
    1. Bachelier Finance Society Third World Congress
    2. Asset-Backed Securities: Pricing and Hedging Aspects by Prof. Ian Giddy
    3. Prof. Robert Tompkins: The Volatility Workshop
    4. Workshop on Finance Models and Simulation, Berlin
    5. "The Mathematics of Credit Derivatives" - A 2 - Day course led by Prof. Philipp Schönbucher
  3. MathFinance Resources
    1. Ito33
    2. Mersenne Twister
    3. Philipp J. Schonbucher: The Mathematics of Credit Derivatives DVD / Interactive CD-ROM

25.Aug.2003
  1. MathFinance Job Exchange
    1. Tenure-track and Visiting Positions, National University Of Singapore
    2. Tenure-track Position, University Of Dayton
    3. Permanent Senior Lecturer/Lecturer Position in Mathematical Finance, University Of The Witwatersrand, Johannesburg
    4. Postdoctoral Research Fellowship in Financial Mathematics at King's College London (Theory of Real Options)
    5. Doktorandenstipendium, CASE - Center for Applied Statistics and Economics
  2. MathFinance Events
    1. The Mathematics of Exotic Options by Prof. Robert G. Tompkins
    2. "The Mathematics of Interest Rate Derivatives" - A 2 - Day course led by Dr. Dariusz Gatarek
    3. Bachelier Finance Society Third World Congress
    4. Asset-Backed Securities: Pricing and Hedging Aspects by Prof. Ian Giddy
    5. Paul Wilmott - Exotic Options, Pricing and Hedging
    6. Prof. Robert Tompkins: The Volatility Workshop
    7. Second Announcement of the 2nd Zurich Workshop on Quantitative Risk Management
    8. Call For Papers: Computational Finance 2004
  3. MathFinance Resources
    1. The Review Of Financial Studies, Volume 16, Issue 3
    2. Quantitative Finance Volume 3 Issue 4 (August 2003)
    3. Mountain Range Options
    4. Philipp J. Schonbucher: The Mathematics of Credit Derivatives DVD / Interactive CD-ROM

29.Jul.2003
  1. MathFinance Job Exchange
    1. Lectureship In Statistics, University College Cork, Ireland
    2. Chair In Mathematical Finance At Imperial College London
  2. MathFinance Events
    1. The Mathematics of Exotic Options by Prof. Robert G. Tompkins
    2. "The Mathematics of Interest Rate Derivatives" - A 2 - Day course led by Dr. Dariusz Gatarek
    3. Bachelier Finance Society Third World Congress
    4. Asset-Backed Securities: Pricing and Hedging Aspects by Prof. Ian Giddy
    5. Paul Wilmott - Exotic Options, Pricing and Hedging
    6. Call For Papers: 7th Conference Of The Swiss Society For Financial Market Research (SGF)
  3. MathFinance Resources
    1. Survey on American Options in Jump Diffusion Models
    2. Philipp J. Schonbucher: The Mathematics of Credit Derivatives DVD / Interactive CD-ROM
    3. Artur Sepp's web page on Jump-Diffusion Processes

03.Jul.2003
  1. MathFinance Job Exchange
    1. Postdoc positions at ETH Zürich
    2. Full (C4-)Professorship in Applied Mathematics
  2. MathFinance Events
    1. The Mathematics of Exotic Options by Prof. Robert G. Tompkins
    2. "The Mathematics of Interest Rate Derivatives" - A 2 - Day course led by Dr. Dariusz Gatarek
    3. Bachelier Finance Society Third World Congress
    4. Asset-Backed Securities: Pricing and Hedging Aspects by Prof. Ian Giddy
  3. MathFinance Resources
    1. Quantitative Finance Volume 3 Issue 3 (June 2003)
    2. Books on Financial Mathematics by A.Melnikov
    3. UnRisk-when fast-paced and accurate derivatives analytics count
    4. Cody's Algorithm for the normal distribution function and its inverse

06.Jun.2003
  1. MathFinance Job Exchange
    1. Associate Professor of Financial Mathematics, University College Cork
    2. Research Position in the field of " Applied Statistics / Stochastics with Applications to Finance", WIAS, Berlin
    3. Universitätsassistent/in an der TU Wien, Institut für Finanz- und Versicherungsmathematik
  2. MathFinance Events
    1. The Mathematics of Exotic Options by Robert G. Tompkins
    2. "The Mathematics of Interest Rate Derivatives" - A 2 - Day course led by Dr. Dariusz Gatarek
    3. The 2nd Zurich Workshop on Quantitative Risk Management
    4. SAFE Center (University of Verona - Dept. of Economics) is organizing a series of workshops in Finance
    5. Risk Studies in the Economic Research Conference in Ankara, September 6-9, 2003
    6. Second Announcement: Zürich Workshop On Computational Finance
    7. Announcement of Seminars and Workshops organized by Unicom, London
  3. MathFinance Resources
    1. "Weak Convergence of Financial Markets" by Jean-Luc Prigent

12.May.2003
  1. MathFinance Job Exchange
    1. Assistant Professor in Financial Mathematics and Related Fields, University of Leipzig
  2. MathFinance Events
    1. "The Mathematics of Equities Modelling" - 2 Day Course in London
    2. A 2-Day course on "The Mathematics of Credit Derivatives", London
    3. "Robust Hedging and Pricing of Derivatives Subject to Jumps and Stochastic Volatility", Amsterdam
    4. The Mathematics of Exotic Options by Robert G. Tompkins
    5. Call For Papers: Quantitative Methods in Finance 2003 Conference, Sydney, Australia
    6. 10th Global Finance Conference from June 15-17, 2003 at Frankfurt/Main
  3. MathFinance Resources
    1. New Risk Books at 20% discount now available for MathFinance users
    2. Finance and Stochastics Volume 7 Issue 4

28.Apr.2003
  1. MathFinance Job Exchange
    1. C3-Professur für Mathematik, TU Darmstadt
    2. Searching for an Administrative Director, University of Zurich
    3. Financial engineer and Senior Business Analysts at IPS-Sendero/Oakland
  2. MathFinance Events
    1. "The Mathematics of Equities Modelling" - 2 Day Course in London
    2. A 2-Day course on "The Mathematics of Credit Derivatives", London
    3. "Robust Hedging and Pricing of Derivatives Subject to Jumps and Stochastic Volatility", Amsterdam
    4. The Mathematics of Exotic Options by Robert G. Tompkins
    5. Arctic Workshop on Stochastic Analysis and Mathematical Finance, Troms�, Norway
    6. Bachelier Finance Society Third World Congress
  3. MathFinance Resources
    1. Ever heard about Put-Call Supersymmetry ?
    2. FinMath.com
    3. Quantitative Finance Volume 3 Issue 2 (April 2003)
    4. A Foreign Exchange Primer By Shani Shamah
    5. The Review Of Financial Studies, Volume 16, Issue 2

25.Mar.2003
  1. MathFinance Job Exchange
    1. Postdoctoral research position, Wilfrid Laurier University
    2. Lecturer in Financial Mathematics, University of Limerick
  2. MathFinance Events
    1. "Credit Derivatives: Pricing Hedging and Calibration" and "The Mathematics of Equities Modelling" - 2 Day Courses in London
    2. Course on "Exotic Options, Pricing and Hedging"
    3. A 2-Day course on "The Mathematics of Credit Derivatives", London
    4. Zurich Workshop on Computational Finance
    5. Scientific Conference on Insurance and Finance, Bonn
    6. "Robust Hedging and Pricing of Derivatives Subject to Jumps and Stochastic Volatility", Amsterdam
  3. MathFinance Resources

07.Mar.2003
  1. MathFinance Job Exchange
  2. MathFinance Events
    1. "Credit Derivatives: Pricing Hedging and Calibration" and "The Mathematics of Equities Modelling" - 2 Day Courses in London
    2. Frankfurt MathFinance Workshop: Derivatives and risk management in theory and practice
    3. Courses on "Advanced Mathematics of Derivative Products" and "Exotic Options, Pricing and Hedging"
    4. Conference on "Dependence Modelling for Credit Portfolios" in Venice
    5. A 2-Day course on "The Mathematics of Credit Derivatives", London
    6. Workshop über CreditRisk+ im Bankensektor in Mainz
    7. Annual Meeting of German Finance Association, Mainz
  3. MathFinance Resources
    1. Kamakura Corporation and Risk Management Software
    2. Quantitative Finance Volume 3 Issue 1 (February 2003)
    3. Finance and Stochastics Volume 7 Issue 3
    4. Excel Worksheets for Stochastic Finance
    5. Ole E. Barndorff-Nielsen and Neil Shepard's web page on Levy Processes

21.Feb.2003
  1. MathFinance Job Exchange
    1. Universitätsprofessur für Finanzmathematik auf Zeit zu besetzen (Technischen Universität München)
    2. Nomura Research Fellow in Mathematical Finance (Mathematical Institute And Wadham College)
  2. MathFinance Events
    1. "Pricing Credit Derivatives" and "Applying and Calibrating Stochastic Volatility Models"
    2. "Credit Derivatives: Pricing Hedging and Calibration" and "The Mathematics of Equities Modelling" - 2 Day Courses in London
    3. Frankfurt MathFinance Workshop: Derivatives and risk management in theory and practice
    4. Courses on "Advanced Mathematics of Derivative Products" and "Exotic Options, Pricing and Hedging"
    5. International Conference on "Modeling, Optimization and Risk Management in Finance"
    6. Stochastic Calculus For Derivatives 2003
    7. Quantitative Methods in Finance 2003 Conference
    8. Summer School 2003 on Modeling Extreme Events and Dependence in Finance: Risk Management Beyond Value-at-Risk
  3. MathFinance Resources
    1. QuantLib 0.3.1
    2. University of Zurich and the ETHZ launched the new joint degree program: Master of Advanced Studies in Finance
    3. Pricing Source Code for Vanilla Options in Heston's Stochastic Volatility Model

03.Feb.2003
  1. MathFinance Job Exchange
    1. C3 - Professur für Partielle Differentialgleichungen/Anwendungen in der Finanzökonomie
    2. Scholarships for PhD students and Postdoctoral Positions in Macroeconomics, Monetary Economics, and Finance at Goethe University, Frankfurt, Germany