NEWSLETTER 342 JULY 2018

Editorial The Allied European Financial Markets Association (AEFMA) will start its Certified Expert in Treasury and Markets CETM) in October 2018. I took the opportunity to interview Christian F. Buschmann, the speaker of AEFMA’s board of education. Link to AEFMA:...

NEWSLETTER 341 JUNE 2018

Editorial Revga and Bufga The recent FX options market slang I learned is Revga and Bufga. This is not a joke. Generally, Greeks such as Delta, Gamma, Theta, Rho and Vega are quite common in trading and risk management systems. It is all about the “what-if”: what...

NEWSLETTER 340 MAY 2018

Editorial Deep Learning and Deep Hedging Nowadays, if you want to be taken serious as a quant, you need to create an aura of being an expert in machine learning (or actually be one). With this keyword in your agenda it is currently easy to lock in a job, a consulting...

NEWSLETTER 339 EDITORIAL April 2018

Editorial MathFinance Conference Recap The 18thMathFinance Conference held on 16-17 April 2018 was once more the key event in Germany for quants. With more than 110 registered participants, visitors from 30 countries attended this two day event in Frankfurt. In a...