Sunday 6 April 2008

International researchers meet to discuss finer points in quantitative finance


With presentations by researchers from England, Austria, Germany and France, as well as the major finance research centres in Switzerland, the Doctoral Quantitative Finance Day is a boutique international event for card-carrying Quants.

Doctoral students, finance faculty and financial practitioners arrived to fill a seminar room at the Swiss Banking Institute at 9:30 am on Saturday April 5th for the day long workshop.

The workshop is informal with 10 out of the 30 or so attendees making presentations on their own research. Powerpoint presentations are sprinkled with simulations run live from R-scripts and Mathematica.

The workshop is organized by doctoral student Miret Padovani, Swiss Banking Institute, and sponsored by NCCR Finrisk, the Swiss Structured Products Association and EFG Financial Products.

I've posted some pictures taken at the event here.