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International Association Of Financial Engineers
The International Association for Quantitative Finance (IAQF), formerly the International Association of Financial Engineers (IAFE), is a non-profit professional society concerned with the fields of quantitative finance and financial engineering. The IAQF hosts several panel discussions throughout the year to discuss the issues that affect the industry from both academic and professional angles. Since it was established in 1992, the IAQF has expanded its reach to host events in San Francisco, Toronto, Boston, and London. Fischer Black Memorial Foundation The educational arm of the IAQF is the Fischer Black Memorial Foundation (FBMF). While the IAQF focuses on the profession of financial engineering, the FBMF aims to expose students to the financial engineering field and help them work towards a career in the industry. Financial engineering is often underrepresented on university campuses and the FBMF tries to bridge the gap between academia and the professional world. The main tool ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Non-profit Organization
A nonprofit organization (NPO), also known as a nonbusiness entity, nonprofit institution, not-for-profit organization, or simply a nonprofit, is a non-governmental (private) legal entity organized and operated for a collective, public, or social benefit, as opposed to an entity that operates as a business aiming to generate a Profit (accounting), profit for its owners. A nonprofit organization is subject to the non-distribution constraint: any revenues that exceed expenses must be committed to the organization's purpose, not taken by private parties. Depending on the local laws, charities are regularly organized as non-profits. A host of organizations may be non-profit, including some political organizations, schools, hospitals, business associations, churches, foundations, social clubs, and consumer cooperatives. Nonprofit entities may seek approval from governments to be Tax exemption, tax-exempt, and some may also qualify to receive tax-deductible contributions, but an enti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dilip Madan
Dilip B. Madan is an American financial economist, mathematician, academic, and author. He is professor emeritus of finance at the University of Maryland. Madan is most known for his work on the variance gamma model, the fast Fourier transform method for option pricing, and the development of Conic Finance. Madan is a recipient of the 2006 Humboldt Research Award. He has authored several books, including ''Applied Conic Finance'' and ''Nonlinear Valuation and Non-Gaussian Risks in Finance. Education Madan completed his Bachelor of Commerce in Accounting from the University of Bombay in 1967. In 1972, he obtained a Ph.D. in Economics from the University of Maryland, followed by another PhD in mathematics in 1975 from the same university. Career Madan began his academic career in 1972 as an assistant professor of economics at the University of Maryland. In 1976, he joined the University of Sydney and held various positions, including lecturer in economic statistics from 1976 to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Robert Litterman
Robert Bruce Litterman (born 1951) is chairman of the Risk Committee and a founding partner of Kepos Capital in New York. Prior to Kepos Capital, Litterman spent 23 years at Goldman Sachs, where he was head of the Quantitative Resources Group in Goldman Sachs Asset Management for 11 years, starting in 1998. Prior to that position, Litterman headed the firm-wide risk department from 1994 to 1998, and prior to that he was the co-head of the model development group in the research department of Goldman Sachs' Fixed Income Division. Litterman received a Ph.D. in economics from the University of Minnesota in 1980. Black–Litterman model At Goldman Sachs, Litterman developed the Black–Litterman model together with Fischer Black in 1990. The model solves a seemingly simple yet perplexing problem: it is difficult to consistently estimate expected returns from various assets. The Black–Litterman model solves this problem by making expected returns an output, rather than an inpu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Richard Roll
Richard Roll (born October 31, 1939) is an American economist and professor of finance at CalTech, best known for his work on portfolio theory and asset pricing, both theoretical and empirical. He earned his bachelor's degree in aerospace engineering from Auburn University in 1961, and his M.B.A. in 1963 at the University of Washington while working for Boeing in Seattle, Washington. In 1968, he received his Ph.D. from the Graduate School of Business at the University of Chicago in economics, finance, and statistics. His Ph.D. thesis, "The Behavior of Interest Rates: An Application of the Efficient Market Model to U.S. Treasury Bills," won the Irving Fisher Prize as the best American dissertation in economics in 1968. Roll co-authored the first event study that sought to analyze how stock prices respond to an event in 1969, using price data from the newly available CRSP database. Roll has co-authored major papers with Stephen Ross, Eugene Fama, Michael Jensen and Kenneth F ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Robert F
The name Robert is an ancient Germanic given name, from Proto-Germanic "fame" and "bright" (''Hrōþiberhtaz''). Compare Old Dutch ''Robrecht'' and Old High German ''Hrodebert'' (a compound of '' Hruod'' () "fame, glory, honour, praise, renown, godlike" and '' berht'' "bright, light, shining"). It is the second most frequently used given name of ancient Germanic origin.Reaney & Wilson, 1997. ''Dictionary of English Surnames''. Oxford University Press. It is also in use as a surname. Another commonly used form of the name is Rupert. After becoming widely used in Continental Europe, the name entered England in its Old French form ''Robert'', where an Old English cognate form (''Hrēodbēorht'', ''Hrodberht'', ''Hrēodbēorð'', ''Hrœdbœrð'', ''Hrœdberð'', ''Hrōðberχtŕ'') had existed before the Norman Conquest. The feminine version is Roberta. The Italian, Portuguese, and Spanish form is Roberto. Robert is also a common name in many Germanic languages, including ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Robert Litzenberger
Robert Litzenberger is Professor Emeritus at the Wharton School of the University of Pennsylvania. He is best known for establishing the use of state prices in financial economics. Biography Litzenberger studied at Wagner College before going on to earn an MBA from the Wharton School at the University of Pennsylvania and receiving his PhD from University of North Carolina at Chapel Hill three years later in 1969. Litzenberger served on the faculty of Carnegie Mellon University's Graduate school of Industrial Administration (now the Tepper School of Business) for one year. He moved to the Stanford Business School, where he earned tenure and a chaired professorship. In 1986 he returned to the Wharton School, while taking the part-time position of director of research and chief economist at AIG Financial Products. He used his experience there to develop the first financial engineering course to be offered at Penn. Litzenberger retired from academia in 1995, taking the emeritus ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Douglas Breeden
Douglas T. Breeden is the William W. Priest Professor of Finance and former Dean of the Fuqua School of Business, Duke University. He is best known for establishing the use of state prices in financial economics, and for his work on the Consumption-based capital asset pricing model, Consumption CAPM. He was the International Association for Quantitative Finance “Financial Engineer of the Year 2013”, and was Founding Editor of the ''Journal of Fixed Income''. He holds a Ph.D. in Finance from Stanford and an S.B. in management science, Management Science from M.I.T. References {{DEFAULTSORT:Breeden, Douglas Duke_University_faculty Massachusetts Institute of Technology alumni Stanford University alumni Financial economists Year of birth missing (living people) Living people ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Martin L
Martin may refer to: Places Antarctica * Martin Peninsula, Marie Byrd Land * Port Martin, Adelie Land * Point Martin, South Orkney Islands Europe * Martin, Croatia, a village * Martin, Slovakia, a city * Martín del Río, Aragón, Spain * Martín River, a tributary of the Ebro river in Spain * Martin (Val Poschiavo), Switzerland England * Martin, Hampshire * Martin, Kent * Martin, East Lindsey, Lincolnshire, a hamlet and former parish * Martin, North Kesteven, Lincolnshire, a village and parish * Martin Hussingtree, Worcestershire * Martin Mere, a lake in Lancashire ** WWT Martin Mere, a wetland nature reserve that includes the lake and surrounding areas North America Canada * Rural Municipality of Martin No. 122, Saskatchewan, Canada * Martin Islands, Nunavut, Canada United States * Martin, Florida * Martin, Georgia * Martin, Indiana * Martin, Kentucky * Martin, Louisiana * Martin, Michigan * Martin, Nebraska * Martin, North Dakota * Martin, Ohio * Martin, South Caro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Eduardo Schwartz
Eduardo Saul Schwartz (born 1940) is a professor of finance at SFU's Beedie School of Business, where he holds the Ryan Beedie Chair in Finance. He is also a Distinguished Research Professor at the University of California, Los Angeles. He is known for pioneering research in several areas of finance, particularly derivatives. His major contributions include: the real options method of pricing investments under uncertainty; the Longstaff–Schwartz model - a multi-factor short-rate model; the Longstaff-Schwartz method for valuing American options by Monte Carlo Simulation; the use of Finite difference methods for option pricing. He has been faculty at the University of British Columbia and UCLA, and visiting at the London Business School, the University of California, Berkeley and the Universidad Carlos III in Madrid. His wide-ranging research has focused on different dimensions in asset and securities pricing. Topics in recent years include interest rate models, asset al ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hayne Leland
Hayne Leland is an economist and professor emeritus at the University of California, Berkeley. Prior to becoming emeritus, he was the Arno Rayner Professor of Finance at the Haas School of Business. Before joining Berkeley, Leland was an assistant professor in economics at Stanford University, and he has held visiting professorships at the University of California, Los Angeles and the University of Cambridge. He received his A.B. from Harvard College, followed by an M.Sc.(Econ) at the London School of Economics and a Ph.D. in economics from Harvard. He received an honorary doctorate degree from the University of Paris (Dauphine) in 2007. His research in capital markets and corporate finance has received several awards, including the inaugural $100,000 Stephen A. Ross Prize in Financial Economics in 2008. In 2016, he was named "Financial Engineer of the Year" by the International Association of Quantitative Finance. Leland served as President of the American Finance Association ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Michael Brennan (finance)
Michael J. Brennan (born November 14, 1942) is emeritus professor of finance at the UCLA Anderson School of Management. Brennan co-designed the Brennan- Schwartz interest rate model and was a pioneer of real options theory. His writings on real options and asset pricing, corporate finance, derivative securities, market microstructure, the role of information in capital markets, and risk management have beepublished extensively. He is a former president of the American Finance Association, and has served as editor of the ''Journal of Finance'' and was the founding editor of the ''Review of Financial Studies''; the Michael Brennan Award is named for him. He was a founding partner and director of the Real Options Group since its inception. He has served as consultant to businesses and governments in the US and Canada. He was previously a professor at the London Business School. Professor Brennan holds a B.Phil. in Economics (1964) from Oxford University, an MBA (1967) from the Univer ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
