Quantitative structuring
Bank QIS teams take zero-day options plunge
JP Morgan sees better risk/reward profile for 0DTE-based trend strategies
Union beckons for the three quant tribes
Studies may be deferred, but future for grads is bright, argues UBS’s Gordon Lee
Quant Guide 2020: top programmes lean on alumni networks
For top schools, some of the most important students are the ones that have already graduated
Commodity finance house of the year: Societe Generale
Energy Risk Asia awards, 2018: standout financing deals reflect growing appetite for renewables and new approach to risk
UBS hires Moussa from Credit Suisse for Asia QIS role
Imene Moussa to work on QIS and off-balance-sheet structuring across the region
Elasticity theory of structuring
Andrei Soklakov presents a product design theory that incorporates Bayesian information processing and risk aversion
Deriving derivatives
Andrei N Soklakov shows how it incorporates traditional investment ideas while supporting a more accurate expression of clients’ views. He touches upon adjacent topics regarding the safety of financial derivatives and the role of pricing models in…