IAQF - International Association for Quantitative Finance

Time 2020-06-25 07:04:43

Web Name: IAQF - International Association for Quantitative Finance

WebSite: http://www.iaqf.org

ID:10230

Keywords:

Association,International,IAQF,IAQF,InternationalAssociationforQuantitativeFinan

Description:

Welcome to Iaqf The IAQF is a not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field. Founded in 1992, the IAQF is composed of individual academics and practitioners from banks, broker dealers, hedge funds, pension funds, asset managers, technology firms, regulators, accounting, consulting and law firms, and universities across the globe. IAQF Senior Fellow Spotlight John Hull John C. Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto. He is an internationally recognized authority on derivatives and risk management. He has written three books Risk Management and Financial Institutions (now in its third edition), Options, Futures, and Other Derivatives (now in its eighth edition) and Fundamentals of Futures and Options Markets (now in its eighth edition). The books have been translated into many languages and are widely used in trading rooms throughout the world. Dr. Hull was named IAFE/SunGard Financial Engineer of the Year in 1999. IAQF Senior Fellow Spotlight Peter Carr Dr. Peter Carr is in his 3rd year as Department Chair of the Department of Finance & Risk Engineering at NYU Tandon School of Engineering. He was a Managing Director at Morgan Stanley and has over 20 years of experience in the derivatives industry. He was also a finance professor for 8 years at Cornell University, after obtaining his PhD from UCLA in 1989. He received the IAFE Financial Engineer of the Year Award in 2010 and Risk Magazine's Quant of the Year Award in 2003. IAQF Senior Fellow Spotlight Darrell Duffie Darrell Duffie, Dean Witter Distinguished Professor of Finance, at the Graduate School of Business, Stanford University, has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984. He received the IAFE Financial Engineer of the Year Award in 2003. IAQF Senior Fellow Spotlight EMANUEL DERMAN Emanuel Derman is Head of Risk at Prisma Capital Partners and a professor at Columbia University, where he directs their program in financial engineering. He is the author of My Life As A Quant, one of Business Week's top ten books of the year, in which he introduced the quant world to a wide audience. He received the IAFE Financial Engineer of the Year Award in 2000. IAQF Senior Fellow Spotlight Jonathan Ingersoll Jonathan Ingersoll is the Adrian C. Israel Professor of International Trade and Finance at Yale’s School of Management. Prior to coming to Yale in 1983, he was at the University of Chicago’s Graduate School of Business after receiving his PhD. from MIT’s Sloan School in 1976. He received the IAFE Financial Engineer of the Year Award in 2002. IAQF Senior Fellow Spotlight Robert Litterman Bob Litterman is the Chairman of the Risk Committee at Kepos Capital. Prior to Kepos, Bob enjoyed a 23-year career at Goldman Sachs, where he oversaw the Quantitative Investment Strategies Group in the Asset Management division. Bob was named a partner of Goldman Sachs in 1994 and became head of the firm-wide risk function. He is the co-developer of the Black-Litterman Global Asset Allocation Model. He also spent six years as an external advisor to Singapore's Government Investment Corporation. Bob earned a Ph.D. in Economics from the University of Minnesota. He was inducted into Risk Magazine's Risk Management Hall of Fame and named 2013 Risk Manager of the Year by the Global Association of Risk Professionals. In 2012, he was the recipient of the S. Donald Sussman Fellowship at MIT's Sloan School of Management. Bob serves on a number of boards, including Commonfund, Resources For the Future, Robert Wood Johnson Foundation, the Sloan Foundation, and World Wildlife Fund. He received the IAFE Financial Engineer of the Year Award in 2008. IAQF Senior Fellow Spotlight Oldrich Alfons Vasicek Dr. Oldrich Alfons Vasicek was a founding partner of KMV Corporation, a firm pioneering the use of structural models for credit valuation. He was a professor of finance at the University of Rochester, the University of California at Berkeley, and at ESSEC in France. He has been inducted into the Derivatives Strategy Hall of Fame, the FIAS Hall of Fame, and the Risk Magazine Hall of Fame. He received the IAFE Financial Engineer of the Year Award in 2004. IAQF Senior Fellow Spotlight Harry Markowitz Dr. Markowitz has applied computer and mathematical techniques to various practical decision making areas. In recognition, in 1989 Dr. Markowitz received the Von Neumann Award from the Operations Research Society of America for his work on portfolio theory, sparse matrix techniques and the SIMSCRIPT simulation programming language. In 1990 he shared The Nobel Prize in Economics for his work on portfolio theory. Dr. Markowitz is the principal of Harry Markowitz Company (HarryHMM@aol.com), and an adjunct professor at the Rady School of Management, UCSD. IAQF Senior Fellow Spotlight William F. Sharpe William F. Sharpe is the STANCO 25 Professor of Finance, Emeritus at Stanford University´s Graduate School of Business and Chairman, Financial Engines, Inc. In 1996, he co-founded Financial Engines. He was one of the originators of the Capital Asset Pricing Model, developed the Sharpe Ratio for investment performance analysis, the binomial method for the valuation of options, and the gradient method for asset allocation optimization. Dr. Sharpe is past President of the American Finance Association. In 1990 he received the Nobel Prize in Economic Sciences. He received his Ph.D., M.A. and B.A. in Economics from the University of California at Los Angeles. IAQF Senior Fellow Spotlight Leo Melamed Leo Melamed, a child Holocaust survivor, is the founder of financial futures. In 1972, as chairman of the CME he created the International Monetary Market (IMM), the first futures market for financial instruments and the launch of currency futures. In the years that followed, Melamed led the CME in the introduction of a diverse number of financial instruments. In 1987, Melamed introduced Globex, the world’s first futures electronic trading system. Leo Melamed is the recipient of numerous awards, including, The CME Melamed-Arditti Innovation Award. Mr. Melamed's prize winning memoirs, "Escape to the Futures," and “For Crying Out Loud,” have been translated into Chinese, Japanese, Korean, Russian and Portuguese. In 2010 he was appointed to the International Advisory Council of the China Securities Regulatory Commission. He is an attorney by profession, and chairman and CEO of Melamed & Associates, Inc., a global consulting enterprise founded in 1993.

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The IAQF is a not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field

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