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...

NEWSLETTER 338 EDITORIAL March 2018

Editorial KIKO Tarns and the Structured Products revival in Asia  Generally, there is no end to the variants of Target Redemption Notes (tarns) or Target Forwards (tarfs) in the context of treasury FX hedging. Accumulators, Decumulators and Target Redemption Notes are...

NEWSLETTER 337 EDITORIAL February 2018

Editorial   Numerical Partial Differential Equations in Finance Explained. The new book by Karel in’t Hout has now been published. I will take the opportunity to interview Karel, who has in fact been working in the area of numerical PDEs in finance for many...