SIAM Certificate of Recognition for Gabriela Diaz Cortes
posted 28 Jul 2018
Workshop day in review
posted 06 Jun 2018
posted 26 Nov 2017
Looking for a new Board
posted 22 Nov 2017
Optiver in review
posted 20 Nov 2017
The SIAM Student Chapter at TU Delft is organizing a Student Computational Finance Day 2016 which is going to take place on May 23rd 2016.
The meeting will be a one-day workshop of PhD students that are working in the field of computational finance. We are happy to announce the participation of Doctor Fang Fang, Doctor Drona Kandhai and Professor Kees Oosterlee as keynote speakers. Fang did a PhD in computational finance and she is currently working as quantitative analyst in the Pricing Model Validation team at Rabobank. Her talk is about calculation of counterparty credit exposures under Internal Model Method. Drona is Head Front-Office Quantitative Analytics at ING Bank and assistant Professor at the University of Amsterdam. Because of his work experience in both academics and industry, he can give an interesting insight into both worlds. His talk will be mostly on the use of computational finance in the daily work at ING Bank. Kees is an expert in the field of computational finance and will give an overview talk during the workshop, in which he will introduce several interesting topics regarding computational finance.
Confirmed speakers are:
The final program is now available.
|Address:||Faculteit Elektrotechniek, Wiskunde en Informatica. Dijkstrazaal, HB 09.150.|
|Mekelweg 4, 2628 CD Delft, The Netherlands. (How to get there)|