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The MathFinance Newsletter

The MathFinance Newsletter 

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MathFinance Newsletter Editions
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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 Föllmer 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 Ødegaard
    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 Ødegaard
    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<