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UnRisk: Exposure Skewness
Andreas Binder & Michael Aichinger

Swap 4175 between the City of Linz and BAWAG P.S.K. Is currently the subject of a trial at Vienna's commercial court. This article examines how a single instrument CVA calculation for Swap 4175 could be carried out. In such a CVA calculation, market risk and counterparty risk are coupled.

CQF Turns Eleven
Wilmott Magazine

As the Certificate in Quantitative Finance marks its 11th year we take a look at the history of a program that has built a reputation on delivering far beyond expectations.

NAG Wilmott Quant Event - New York - 7th December 2011
Nicholas J Higham & Paul G Hipes 4397 Views

The Numerical Algorithms Group (NAG) and the finance publication Wilmott hosted a city seminar for finance industry professionals on 7th December 2011. It was a free seminar, with speakers from industry and academia, and was open to those working within the finance industry.

V-FI Valuation of Financial Instruments Americas 2014 - 9-10 December 2014 | New York - 10% Wilmott Discount
V-FI Valuation of Financial Instruments Americas 2014
9-10 December 2014 | New York, TBC

10% Discount Available with VIP Code FKM62888WML - Register today!

Following huge popularity with European Valuation and Quantitative teams, V-FI is coming to the US

The only Valuation Summit, V-FI Americas will bring together 120+ members of the Valuation community to discuss the valuation of complex and illiquid assets, quantitative modeling, 'XVA' developments, pricing and regulatory change

Don't miss this unique event - the only Summit bringing together Valuation and Product Controllers, Quants, Traders, Regulators and Pricing experts to ensure the key areas of the Valuation community engage in dialogue.

View the latest agenda for more information

Key Highlights at V-FI Americas

120+ Delegates
40+ Valuation speakers
20+ Bank case studies and panels
Choice of 2 Topic Streams:
- Quantitative Modeling
- Valuation Framework
Global Heads of Valuation Control Panel
Regulatory and Academics keynotes

10% Discount available with VIP Code FKM62888WML - Register today!
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