The EQuanT bootcamp is an intensive and practical training for professionals, researchers and practitioners willing to boost their knowledge and skills in quantitative analysis, modelling and pricing techniques with application to energy, commodity trading and risk management.
It includes theory, practical applications and coding.
The event is backed by the EQuanT Knowledge Community of professionals, ready to tackle complex problems in modelling and quantitative analysis for the financial and energy sectors. http://equant.ikbrokers.com
Relato de misterio y suspense escrito por el escritor murciano Javier L. García Moreno, autor de la novela "El Colgante" y "el príncipe de Lentiscar", entre otras obras y relatos
Una noche de agosto en una cala mediterránea, unos claveles esparcidos por la arena... y un dolor antiguo desgarrando el alma...
Investigación sobre la influencia de las características de la explotación y...CTAEX
Este documento describe un estudio sobre la potencialidad de variedades autóctonas de olivo en Extremadura bajo diferentes condiciones de edad y marco de plantación. Se seleccionaron 6 parcelas de la variedad Pico Limón con diferentes edades (15, 60, 150 años) y marcos de plantación (7x7, 10x10, 8x4) para analizar parámetros del suelo, hojas y aceite. El objetivo es determinar si las variedades autóctonas pueden adaptarse a marcos más elevados.
This document presents an introduction to the Raspberry Pi, a credit-card sized single-board computer created by the Raspberry Pi Foundation. It discusses the basics of the Raspberry Pi including its configuration, storage, video, audio and networking capabilities. It also covers getting started with the Raspberry Pi by installing operating systems like Raspbian, potential applications like home automation and robotics, and resources for additional information.
Este documento describe la organización y procesos de gestión documental de varios archivos en diferentes ciudades de Colombia, incluyendo Ecopetrol, el Departamento para la Prosperidad Social, el Banco de la República, Alianza Educativa y DECEVAL. Los archivos utilizan diferentes softwares como SIDRA, ORFEO, SIAF y A-DOCS para administrar los documentos y procesos de acuerdo a sus necesidades. Todos cuentan con programas de gestión documental y siguen procesos archivísticos para organizar, almacenar
10 final pitch_business model presentationAngela Ferrara
This document outlines the schedule and panel for the final session of an Applied Business Venturing course. The schedule includes six student team presentations, each followed by panel feedback. The panel consists of a tech entrepreneur, Dr. Florian Wolf, founder and CEO of Mergeflow, and an investor, Markus Weitzel, from Fraunhofer Venture. The document provides brief biographies of each panelist. It concludes with reminders about submitting the opportunity report and distributing an internal evaluation to gather feedback on the course.
How to make your app last longer than 30 days - Developer's Guide to the Para...Caroline Lewko
This presentation provided some practical information on building mobile applications from a business perspective. Specifically around life cycle management, and linking an agile development cycle to an agile marketing cycle.
Este documento presenta un anteproyecto para automatizar un torno paralelo mediante un control numérico computarizado basado en PC. El objetivo general es automatizar el torno para evaluar la exactitud y los costos de la implementación utilizando software y hardware de bajo costo. Se revisan antecedentes similares y el marco teórico sobre control numérico y códigos G&M para programar el mecanizado. El proyecto busca seleccionar la tecnología apropiada e integrarla al torno para evaluar su desempeño.
Wirtschaft im Lande Digitalien | Gastvortrag FH Münster Fachbereich WirtschaftKai Heddergott
Vortrag am Erstsemestereinführungstag WS 2014 an der FH Münster / Fachbereich Wirtschaft (Bachelor-Studiengang).
Thema: Die Bedeutung digitaler Kommunikation und Prozesse für die Wertschöpfung von Unternehmen
Relato de misterio y suspense escrito por el escritor murciano Javier L. García Moreno, autor de la novela "El Colgante" y "el príncipe de Lentiscar", entre otras obras y relatos
Una noche de agosto en una cala mediterránea, unos claveles esparcidos por la arena... y un dolor antiguo desgarrando el alma...
Investigación sobre la influencia de las características de la explotación y...CTAEX
Este documento describe un estudio sobre la potencialidad de variedades autóctonas de olivo en Extremadura bajo diferentes condiciones de edad y marco de plantación. Se seleccionaron 6 parcelas de la variedad Pico Limón con diferentes edades (15, 60, 150 años) y marcos de plantación (7x7, 10x10, 8x4) para analizar parámetros del suelo, hojas y aceite. El objetivo es determinar si las variedades autóctonas pueden adaptarse a marcos más elevados.
This document presents an introduction to the Raspberry Pi, a credit-card sized single-board computer created by the Raspberry Pi Foundation. It discusses the basics of the Raspberry Pi including its configuration, storage, video, audio and networking capabilities. It also covers getting started with the Raspberry Pi by installing operating systems like Raspbian, potential applications like home automation and robotics, and resources for additional information.
Este documento describe la organización y procesos de gestión documental de varios archivos en diferentes ciudades de Colombia, incluyendo Ecopetrol, el Departamento para la Prosperidad Social, el Banco de la República, Alianza Educativa y DECEVAL. Los archivos utilizan diferentes softwares como SIDRA, ORFEO, SIAF y A-DOCS para administrar los documentos y procesos de acuerdo a sus necesidades. Todos cuentan con programas de gestión documental y siguen procesos archivísticos para organizar, almacenar
10 final pitch_business model presentationAngela Ferrara
This document outlines the schedule and panel for the final session of an Applied Business Venturing course. The schedule includes six student team presentations, each followed by panel feedback. The panel consists of a tech entrepreneur, Dr. Florian Wolf, founder and CEO of Mergeflow, and an investor, Markus Weitzel, from Fraunhofer Venture. The document provides brief biographies of each panelist. It concludes with reminders about submitting the opportunity report and distributing an internal evaluation to gather feedback on the course.
How to make your app last longer than 30 days - Developer's Guide to the Para...Caroline Lewko
This presentation provided some practical information on building mobile applications from a business perspective. Specifically around life cycle management, and linking an agile development cycle to an agile marketing cycle.
Este documento presenta un anteproyecto para automatizar un torno paralelo mediante un control numérico computarizado basado en PC. El objetivo general es automatizar el torno para evaluar la exactitud y los costos de la implementación utilizando software y hardware de bajo costo. Se revisan antecedentes similares y el marco teórico sobre control numérico y códigos G&M para programar el mecanizado. El proyecto busca seleccionar la tecnología apropiada e integrarla al torno para evaluar su desempeño.
Wirtschaft im Lande Digitalien | Gastvortrag FH Münster Fachbereich WirtschaftKai Heddergott
Vortrag am Erstsemestereinführungstag WS 2014 an der FH Münster / Fachbereich Wirtschaft (Bachelor-Studiengang).
Thema: Die Bedeutung digitaler Kommunikation und Prozesse für die Wertschöpfung von Unternehmen
Este documento presenta información sobre un proyecto de investigación realizado por estudiantes sobre tecnología e informática. Incluye los nombres y contactos de los estudiantes y profesores involucrados, así como 20 preguntas de investigación relacionadas con temas como comunicación, medio ambiente, salud pública y educación.
Este documento describe el infarto agudo de miocardio, incluyendo su definición, diagnóstico, síntomas, cambios en el ECG, marcadores séricos, clasificación, tratamiento con fármacos como aspirina, nitratos y fibrinolíticos, y contraindicaciones para la trombolisis. El objetivo del tratamiento es lograr la reperfusión de la arteria responsable dentro de la ventana de tiempo para salvar el tejido miocárdico amenazado.
Este documento presenta una lista de 103 tesis de computación e informática desarrolladas entre los años 1997-2004. Cada tesis incluye un código, título, autor(es) y año. Los temas cubiertos incluyen sistemas de ventas, redes, bases de datos, seguridad de la información y sistemas operativos.
Veranstaltung: Die Verbreitung der "Matière de Bretagne" in Galicien: zwische...Gabriel Perez
Este documento explora la difusión de la literatura artúrica en Galicia y las razones de su asimilación en la cultura gallega. Algunos ejemplos incluyen la tradición del Santo Grial en la ermita de Santa María do Cebreiro, así como referencias en obras literarias gallegas desde el siglo XII hasta el presente. La llegada de estas historias a Galicia probablemente ocurrió a través del Camino de Santiago, principal ruta jacobea que pasa por el Cebreiro.
Este documento describe Arabia Saudita, incluyendo su bandera, que representa que no hay otro Dios que Alá y Mahoma es su profeta, su desierto y monarquía absoluta gobernada por el rey. También describe la población de 28 millones, idioma árabe, y la evolución de la sociedad desde la agricultura y pastoreo nómada hasta la actualidad con millonarios y pobres.
A DIRIS 3D surface inspection system allows for the high-precision measurement and complete documentation of the quality of long products. Both longitudinal defects and minimal defect depths can be detected thanks to the three-dimensional recording of the product surface. The sensitivity of the object recognition is adapted dynamically in accordance with the surface quality.
The surface inspection systems (DIRIS 3D) minimize reject costs and labor costs. The automated inspection even of hot surfaces allows for the elimination of production errors. In addition, time-consuming and labor-intensive manual inspections and defect classification can be dispensed with.
1) The document discusses the challenges of lead-free soldering for through-hole components, as copper dissolution from the higher tin content in lead-free solders can cause reliability issues.
2) It outlines the limitations of using mini-pot reflow for lead-free through-hole rework, especially for high thermal mass boards, as the process requires long contact times that exacerbate copper dissolution.
3) Solutions discussed include using alloys with lower dissolution like SN100C, increasing the minimum "as received" copper thickness standard, and developing techniques to minimize heat loss and solder contact time like integrated preheating.
Presentation to Introductory webinar on iRidium, that describes what iRidium is, how to use components iRidium software package; what projects can be done with iRidium; how to use iRidium ready interfaces.
The document provides biographical information about Jeevan Nambiar. It summarizes that he was born in Kerala, India and completed his higher secondary schooling there. He then received a specialization from SJP Institute of Print Design Technology in Bangalore. He gained work experience in Delhi at India Today and later moved to Dubai where he worked in digital prepress and advertising. He has a passion for photography and has received awards for his landscape and portrait photographs.
Este documento presenta las teorías del aprendizaje de Bandura, Gagné y Bruner. Bandura propuso la teoría del aprendizaje social cognitivo, la cual destaca la interacción recíproca entre factores ambientales y cognitivos. Gagné desarrolló una teoría del aprendizaje basada en las condiciones internas y externas, incluyendo ocho fases del proceso de aprendizaje. Finalmente, Bruner argumentó que el aprendizaje implica la categorización y construcción activa, y propuso tres modos
Aguilar, Josep Antoni - El proceso de transformación Lean del Hospital Sant R...ponencias_mihealth2012
Este documento describe la filosofía Lean y su aplicación en el sector sanitario para mejorar procesos y flujos de trabajo, reduciendo costes e ineficiencias y aportando mayor valor a los pacientes. Se explica cómo el Hospital Sant Rafael aplicó Lean con éxito para mejorar la seguridad de los pacientes, reducir tiempos de espera y costes de inventario, e incrementar la capacidad quirúrgica.
This document discusses techniques for image compression including bit-plane coding, bit-plane decomposition, constant area coding, and run-length coding. It explains that bit-plane decomposition represents a grayscale image as a collection of binary images based on its representation as a binary polynomial. Run-length coding compresses each row of a binary image by coding contiguous runs of 0s or 1s with their length, separately for black and white runs. Constant area coding classifies blocks of pixels as all white, all black, or mixed and codes them with special codewords.
Modelo de negocios internacionales 12 tommy hilfigerJairo Rodriguez
Este documento presenta información sobre Tommy Hilfiger y su modelo de negocios. Resume la biografía de Tommy Hilfiger y Mohan Murjani, los fundadores de la marca. Explica cómo Hilfiger y Murjani lanzaron la marca Tommy Hilfiger en 1985 y cómo ha crecido para convertirse en una marca global exitosa. También describe los segmentos de mercado objetivo, canales de distribución, competidores y análisis FODA de la compañía.
Este documento presenta un modelo consultivo de ventas en comparación con el modelo tradicional. El modelo consultivo se enfoca en satisfacer las necesidades del cliente y ofrecer alto valor, en lugar de simplemente vender un producto. Se basa en escuchar al cliente en lugar de hablar, y permite que el cliente se convenza a sí mismo en lugar de ser convencido por el vendedor. El modelo también cambia el enfoque de las etapas clave de la venta, dando mayor importancia a la confianza y las necesidades del cliente sobre la presentación y el cierre.
The document describes a five-day bootcamp on quantitative, algorithmic trading and high frequency trading to be held in Milan from May 11-15, 2015. The bootcamp will cover various trading strategies including dispersion trading, trend following, statistical arbitrage, artificial intelligence based strategies, portfolio optimization, market making strategies, and high frequency trading. Topics will include modeling, backtesting, risk management, and coding. Speakers include professors and professionals from hedge funds and trading firms. Attendees will include quantitative analysts, traders, researchers and others interested in breaking into quantitative trading.
The document provides information about the Center of Mathematical Finance (CMF) programs. It discusses CMF's history and key milestones since 2007. It outlines their current programs, including Financial Analysis, Quantitative Analysis, and new programs in Economic Analysis and Data-Driven Analysis. It also introduces the instructors and consultants involved in the Financial Analysis and Quantitative Analysis programs.
This course in the econometrics of energy markets is aimed at market analysts, quantitative analysts and risk analysts, as well as economists in the energy sector. With this advanced course you will learn to model energy spot prices, including advanced features such as stochastic volatility and jumps. The course will give an overview of time series modelling, including cointegration and error correction models. Advanced modelling techniques for energy futures and options markets will also be presented in detail.
Zhengbo Zhu is seeking a summer intern position in quantitative finance. He has a PhD in industrial engineering from Purdue University with a specialization in operations research, and a BS in automation from Tsinghua University. He has experience in equity research, trading, quantitative finance, and empirical finance. He is proficient in C++, MATLAB, R, and SAS.
- Eugene Lukash, PhD in Economics, Director of CMF MSU
- Vladimir Piterbarg, PhD in Math, Head of Probability Lab at MSU
- Andrey Zlotnik, Entrepreneur
- Mikhail Radomyselskiy, PhD in Applied Math, Head of Derivatives Sales and Debt Capital Markets at Unicredit
- Jaroslav Bologov, PhD in Economics, Risk analyst at FCR Bank
- Ilya Zlotnik, PhD in Applied Math, Quant at SDC
- Anton Ivanov, MA in Economics, Risk analyst at Sberbank CIB
- Artem Isaev, M.Sc. In Applied Math, Risk analyst at S
The document provides an overview of the Center of Mathematical Finance's (CMF) 2014/15 programs. It introduces the CMF's instructors and assistants, who have experience in finance fields. It describes the CMF's quantitative analysis and financial analysis programs, which include general courses, workshops, and timetables. The programs prepare students for careers in finance through theoretical instruction and practical skills like modeling, valuation, and deal structuring.
Este documento presenta información sobre un proyecto de investigación realizado por estudiantes sobre tecnología e informática. Incluye los nombres y contactos de los estudiantes y profesores involucrados, así como 20 preguntas de investigación relacionadas con temas como comunicación, medio ambiente, salud pública y educación.
Este documento describe el infarto agudo de miocardio, incluyendo su definición, diagnóstico, síntomas, cambios en el ECG, marcadores séricos, clasificación, tratamiento con fármacos como aspirina, nitratos y fibrinolíticos, y contraindicaciones para la trombolisis. El objetivo del tratamiento es lograr la reperfusión de la arteria responsable dentro de la ventana de tiempo para salvar el tejido miocárdico amenazado.
Este documento presenta una lista de 103 tesis de computación e informática desarrolladas entre los años 1997-2004. Cada tesis incluye un código, título, autor(es) y año. Los temas cubiertos incluyen sistemas de ventas, redes, bases de datos, seguridad de la información y sistemas operativos.
Veranstaltung: Die Verbreitung der "Matière de Bretagne" in Galicien: zwische...Gabriel Perez
Este documento explora la difusión de la literatura artúrica en Galicia y las razones de su asimilación en la cultura gallega. Algunos ejemplos incluyen la tradición del Santo Grial en la ermita de Santa María do Cebreiro, así como referencias en obras literarias gallegas desde el siglo XII hasta el presente. La llegada de estas historias a Galicia probablemente ocurrió a través del Camino de Santiago, principal ruta jacobea que pasa por el Cebreiro.
Este documento describe Arabia Saudita, incluyendo su bandera, que representa que no hay otro Dios que Alá y Mahoma es su profeta, su desierto y monarquía absoluta gobernada por el rey. También describe la población de 28 millones, idioma árabe, y la evolución de la sociedad desde la agricultura y pastoreo nómada hasta la actualidad con millonarios y pobres.
A DIRIS 3D surface inspection system allows for the high-precision measurement and complete documentation of the quality of long products. Both longitudinal defects and minimal defect depths can be detected thanks to the three-dimensional recording of the product surface. The sensitivity of the object recognition is adapted dynamically in accordance with the surface quality.
The surface inspection systems (DIRIS 3D) minimize reject costs and labor costs. The automated inspection even of hot surfaces allows for the elimination of production errors. In addition, time-consuming and labor-intensive manual inspections and defect classification can be dispensed with.
1) The document discusses the challenges of lead-free soldering for through-hole components, as copper dissolution from the higher tin content in lead-free solders can cause reliability issues.
2) It outlines the limitations of using mini-pot reflow for lead-free through-hole rework, especially for high thermal mass boards, as the process requires long contact times that exacerbate copper dissolution.
3) Solutions discussed include using alloys with lower dissolution like SN100C, increasing the minimum "as received" copper thickness standard, and developing techniques to minimize heat loss and solder contact time like integrated preheating.
Presentation to Introductory webinar on iRidium, that describes what iRidium is, how to use components iRidium software package; what projects can be done with iRidium; how to use iRidium ready interfaces.
The document provides biographical information about Jeevan Nambiar. It summarizes that he was born in Kerala, India and completed his higher secondary schooling there. He then received a specialization from SJP Institute of Print Design Technology in Bangalore. He gained work experience in Delhi at India Today and later moved to Dubai where he worked in digital prepress and advertising. He has a passion for photography and has received awards for his landscape and portrait photographs.
Este documento presenta las teorías del aprendizaje de Bandura, Gagné y Bruner. Bandura propuso la teoría del aprendizaje social cognitivo, la cual destaca la interacción recíproca entre factores ambientales y cognitivos. Gagné desarrolló una teoría del aprendizaje basada en las condiciones internas y externas, incluyendo ocho fases del proceso de aprendizaje. Finalmente, Bruner argumentó que el aprendizaje implica la categorización y construcción activa, y propuso tres modos
Aguilar, Josep Antoni - El proceso de transformación Lean del Hospital Sant R...ponencias_mihealth2012
Este documento describe la filosofía Lean y su aplicación en el sector sanitario para mejorar procesos y flujos de trabajo, reduciendo costes e ineficiencias y aportando mayor valor a los pacientes. Se explica cómo el Hospital Sant Rafael aplicó Lean con éxito para mejorar la seguridad de los pacientes, reducir tiempos de espera y costes de inventario, e incrementar la capacidad quirúrgica.
This document discusses techniques for image compression including bit-plane coding, bit-plane decomposition, constant area coding, and run-length coding. It explains that bit-plane decomposition represents a grayscale image as a collection of binary images based on its representation as a binary polynomial. Run-length coding compresses each row of a binary image by coding contiguous runs of 0s or 1s with their length, separately for black and white runs. Constant area coding classifies blocks of pixels as all white, all black, or mixed and codes them with special codewords.
Modelo de negocios internacionales 12 tommy hilfigerJairo Rodriguez
Este documento presenta información sobre Tommy Hilfiger y su modelo de negocios. Resume la biografía de Tommy Hilfiger y Mohan Murjani, los fundadores de la marca. Explica cómo Hilfiger y Murjani lanzaron la marca Tommy Hilfiger en 1985 y cómo ha crecido para convertirse en una marca global exitosa. También describe los segmentos de mercado objetivo, canales de distribución, competidores y análisis FODA de la compañía.
Este documento presenta un modelo consultivo de ventas en comparación con el modelo tradicional. El modelo consultivo se enfoca en satisfacer las necesidades del cliente y ofrecer alto valor, en lugar de simplemente vender un producto. Se basa en escuchar al cliente en lugar de hablar, y permite que el cliente se convenza a sí mismo en lugar de ser convencido por el vendedor. El modelo también cambia el enfoque de las etapas clave de la venta, dando mayor importancia a la confianza y las necesidades del cliente sobre la presentación y el cierre.
The document describes a five-day bootcamp on quantitative, algorithmic trading and high frequency trading to be held in Milan from May 11-15, 2015. The bootcamp will cover various trading strategies including dispersion trading, trend following, statistical arbitrage, artificial intelligence based strategies, portfolio optimization, market making strategies, and high frequency trading. Topics will include modeling, backtesting, risk management, and coding. Speakers include professors and professionals from hedge funds and trading firms. Attendees will include quantitative analysts, traders, researchers and others interested in breaking into quantitative trading.
The document provides information about the Center of Mathematical Finance (CMF) programs. It discusses CMF's history and key milestones since 2007. It outlines their current programs, including Financial Analysis, Quantitative Analysis, and new programs in Economic Analysis and Data-Driven Analysis. It also introduces the instructors and consultants involved in the Financial Analysis and Quantitative Analysis programs.
This course in the econometrics of energy markets is aimed at market analysts, quantitative analysts and risk analysts, as well as economists in the energy sector. With this advanced course you will learn to model energy spot prices, including advanced features such as stochastic volatility and jumps. The course will give an overview of time series modelling, including cointegration and error correction models. Advanced modelling techniques for energy futures and options markets will also be presented in detail.
Zhengbo Zhu is seeking a summer intern position in quantitative finance. He has a PhD in industrial engineering from Purdue University with a specialization in operations research, and a BS in automation from Tsinghua University. He has experience in equity research, trading, quantitative finance, and empirical finance. He is proficient in C++, MATLAB, R, and SAS.
- Eugene Lukash, PhD in Economics, Director of CMF MSU
- Vladimir Piterbarg, PhD in Math, Head of Probability Lab at MSU
- Andrey Zlotnik, Entrepreneur
- Mikhail Radomyselskiy, PhD in Applied Math, Head of Derivatives Sales and Debt Capital Markets at Unicredit
- Jaroslav Bologov, PhD in Economics, Risk analyst at FCR Bank
- Ilya Zlotnik, PhD in Applied Math, Quant at SDC
- Anton Ivanov, MA in Economics, Risk analyst at Sberbank CIB
- Artem Isaev, M.Sc. In Applied Math, Risk analyst at S
The document provides an overview of the Center of Mathematical Finance's (CMF) 2014/15 programs. It introduces the CMF's instructors and assistants, who have experience in finance fields. It describes the CMF's quantitative analysis and financial analysis programs, which include general courses, workshops, and timetables. The programs prepare students for careers in finance through theoretical instruction and practical skills like modeling, valuation, and deal structuring.
This two-day advanced training course on econometrics for energy markets will be held in London on May 8-9, 2013. The course is aimed at analysts and economists working in energy and will cover time series modeling, cointegration, stochastic volatility, and advanced modeling techniques for energy futures and options markets. Practical exercises will be mixed with lectures to help attendees apply the techniques in their daily work. Registration is available online and a laptop with required software is needed to complete exercises.
Deep Quant Finance brochure.pdf for mba studenter sanjeev jha
Peak2tails LLP is a risk training and consulting firm founded in 2019 that specializes in simplifying complex quantitative concepts through intuitive spreadsheet models. It offers risk training programs and risk consulting services focused on credit risk and market risk. The firm's training courses have successfully trained over 1,000 professionals. Peak2tails LLP excels at translating intricate financial theories into practical models that are easy for clients to understand and use to make informed decisions and effectively manage risks.
Protecting project interests from possible risks of major financial liabilities has always been a major business concern. Projects must properly been managed by qualitative risk assessment to minimize or to avoid risk occur in a project planning.
Victor De Cagny is pursuing an M.S. in Financial Engineering from Columbia University and a French Diploma of Engineering from École Nationale des Ponts et Chaussées. He has professional experience conducting backtesting research and developing trading strategies and structured products at Transmarket Group, Commerzbank, and HSBC Bank. His skills include programming in C++, MATLAB, Python, and quantitative modeling.
This document provides an overview of quantitative finance advisory services. Section 1 defines quantitative finance and its applications in areas like corporate finance, derivatives pricing, and risk management. Section 2 outlines typical advisory services including sensitivity analysis, forecasting, risk assessments, and modeling. Section 3 lists technical competencies including software skills and expertise in areas like fixed income, credit risk, stochastic volatility, and energy derivatives. Section 4 provides background on Navigant Consulting, a specialized advisory firm that could provide these quantitative finance services.
This document provides an overview of Quantitative Finance Advisory Services (QFAS) and the types of advisory services offered. Section 1 defines quantitative finance and its applications in areas like corporate finance, risk management, and valuation. Section 2 lists typical advisory services such as earnings and cash flow analysis, hedging strategies, and structuring derivative instruments. Section 3 outlines technical competencies including software skills, fixed income products, credit risk modeling, and energy derivatives. Section 4 discusses why clients choose Navigant for its expertise across industries, collaborative approach, and track record. Section 5 provides brief biographies of practice leaders Richard Hitt and Thomas McNulty.
This document provides an overview of quantitative finance advisory services. Section 1 defines quantitative finance and its applications in areas like corporate finance, derivatives pricing, and risk management. Section 2 outlines typical advisory services including earnings analysis, hedging strategies, and model validation. Section 3 lists technical competencies in areas such as stochastic processes, Monte Carlo simulation, and energy derivatives. Section 4 provides background on Navigant Consulting, a specialized advisory firm focused on uncertainty, risk, and significant change.
Xiaorong Zou has over 10 years of experience in model validation and risk management. She currently works as a Senior Manager at BMO Financial Group, where she manages a team that validates market risk models. Prior to this role, she worked as a lecturer teaching mathematics and finance courses. She has a PhD in Mathematics and masters degrees in Electrical Engineering, Actuarial Science, and Applied Math.
This document is a resume for Carmel Nadav summarizing her professional experience and education. She has over 15 years of experience in statistical analysis, data mining, predictive modeling, and risk analysis. Her background includes developing analytical tools and models for various business units at Wells Fargo and other companies. She is proficient in SAS, R, and Excel and has experience working with large databases.
This document advertises opportunities at a global consulting firm for quantitative professionals to build portfolio risk and modelling teams. The roles range from Associate to Director with salaries between £45-150k. Candidates should have strong knowledge and experience in areas like portfolio modelling, risk assessment, stress testing, and economic capital. A degree in applied mathematics or related field plus postgraduate qualification is required along with excellent programming skills in C++ and mathematical background. Duties include building bespoke models, conducting research, and advising financial clients.
This document advertises opportunities at a global consulting firm for quantitative professionals to build portfolio risk and modelling teams. The roles range from associate to director with salaries between £45-150k. Candidates should have strong knowledge of portfolio modelling, risk assessment, and capital requirements. A degree in applied mathematics/engineering/physics plus postgraduate qualification is required, along with excellent programming skills in C++ and experience with Monte Carlo techniques. Duties include building bespoke risk models, conducting research, and advising financial clients.
PetroSync - Advanced Financial Modelling for Oil and GasPetroSync
This is an interactive and hands-on course aimed at developing participants’ skills in implementing a wide range of financial modelling applications that are found in the oil and gas and related sectors. The course is aimed at experienced Excel practitioners who wish to consolidate their knowledge and move to a more advanced level.
A very wide range of Excel functions is covered; the course is based around hands-on exercises to show the practical application of these functions. The course also covers issues relating to best practices, the design of models, issues that arise in frequent modelling applications. An overview of the links of these topics with other areas is also provided, such as the use of macros, and of risk and simulation modelling.
PetroSync - Risk and Simulation Modelling for Oil and Gas ApplicationsPetroSync
Uncertainty is inherent in many aspects of the oil and gas sector, and major investments are made in upstream and downstream areas in the presence of risk and uncertainties. Decisions involving asset acquisitions, exploration, appraisal, drilling, field development, equipment purchases, fiscal negotiations, cost estimation, capital investment planning and general business case analysis all require quantitative support.
The course is extremely hands-on and focusses on the direct implementation of the techniques. Dozens of models will be built from scratch across a range of applications, and using a range of approaches
Zhengbo Zhu seeks a summer intern position leveraging his quantitative and trading skills. He has a 3.95 GPA PhD study in industrial engineering at Purdue University, specializing in operations research, and founded an investment club that achieves 18% average annual returns. His work includes option pricing, risk management, and high-frequency trading strategies.
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BONKMILLON Unleashes Its Bonkers Potential on Solana.pdfcoingabbar
Introducing BONKMILLON - The Most Bonkers Meme Coin Yet
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EQuanT bootcamp 2014 - Quantitative Analysis and Modelling for Energy Trading & Risk management
1. Lucca,Tuscany (Italy) -E-Qu∂nT- bootcamp
Quantitative Analysis and Modelling
for Energy Trading & Risk Management
13th-17th October 2014
This intensive four-days bootcamp will enable you to:
• Boost your knowledge and skills in energy markets, quantitative analysis,
risk management, structuring, hedging, non-linear products
• Simulate a wide range of energy models by developing working codes
(reference will be Matlab® and R) under the guidance of expert tutors
• Leverage financial engineering theory by practical applications of real-world
• Apply Quantitative Analysis to Energy Trading strategies & Risk
Theory
Coding & simulation
Business cases & applications
Management
• Enjoy the cross-disciplinary community of Energy and Quant professionals
Sponsor and technology partner:
The EQuanT bootcamp is highly practical, interactive
(limited seats), business oriented and with an optimal balance between:
2nd edition
Hosted by:
Partners:
In collaboration with:
2014
info@ikbrokers.com
www.equantbootcamp.com
BOOTCAMP PROGRAMME
Day 1 (14/10/2014):
Modelling, Quantitative Analysis and Risk Management
• Quantitative Analysis
- Time series analysis seaonality pre-processing by Wavelet Analysis
- Statistical estimators, returns and Normality test
- Auto-covariance / Auto-correlation analysis
- Volatility modelling
• Risk Management
- Risk Metrics, factors
- Risk models and measures (VaR, ES, CVaR, Par, CFaR)
- Liquidity risk
- Primer on risk management analytical and numerical techniques
• Electricity Forward Curves with Hourly Granularity
- Forward price curve recovery
- Seasonal components detection
- Hourly vs.daily granularity
- Case-Study: European Markets Curve Construction and Comparison
• Ambiguities affecting Commodity Spot-Forward Parities
2. -E-Qu∂nT- bootcamp
Day 2 (15/10/14):
Advanced Modelling, Option Pricing and
Calibration
• Advanced reduced-form model and calibration
- Spot models (Vasicek, Schwartz) development and calibration
- Multi-factor models
- PCA, MLE, OLE calibration
- Jump – diffusion models
- Forward curve models
• Option pricing and Calibration
- Analytical vs Numerical Vanilla pricing
- Asian Options pricing and application
• Modelling Energy Spots, Forwards and Options in the
Unified Framework of the Non-Markovian Approach
- Non-Markovian approach as a unified framework for modelling energy
spots, forwards and options
- Statistical, hybrid and fundamental interpretations
- Cyclical patterns, trends, upward, and downward spikes modelling
- Market-implied forward-looking risk-neutral probability distributions
- Examples of power, natural gas, oil and emission markets
13th-17th October 2014
Lucca,Tuscany (Italy)
2nd edition
Day 1 - technical session:
Dynamic Monitoring of Corporate Risk:
Method and Case-Study.
With: By:
Methodology
Industrial portfolio exposure
Dynamic monitoring of risk
Case-study
Day 3 - technical session:
Valuation and Optimization of a Natural
Gas Storage with:
info@ikbrokers.com
www.equantbootcamp.com
Day 3 (16/10/14):
Non-linear Derivatives, Energy Structured
Products and Valuation Techniques
• Introduction to Financial Modelling and Products
- Arbitrage Principle
- Asset Pricing Theorems
- Risk neutral pricing
- Market Models (Merton, Black-Scholes, Heston, Margrabe)
- The Greeks
- Vanilla derivatives instruments and basic structures
• Non linear derivatives: options, the Black-Scholes
framework and the Greeks
- European options, Black-Scholes and Feynman- Kac representation
- European Option pricing via Montecarlo Simulation
- The Greeks, Delta Hedging, Theta Hedging
- Codependence: the American Option Case
• Energy Structured Products
- Codependence in Energy Structured Products
- Framing the valution problem: the Dynamic Programming Principle
- Deterministic Dynamic Programming
- Stochastic Dynamic Programming
• Lattice Approach
• Least Square Monte Carlo for Swing Option
• HJB equation
- Framing and Solving VPP optimization problem
Evening Day 3: social dinner
Social dinner moments at the last edition
o Intro to gas storage modelling
o Data management and model calibration
o Set up of the problem and storage valuation
Linear programming optimization
Montecarlo simulation
3. -E-Qu∂nT- bootcamp
Day 4 (17/10/14):
Quantitative Energy Trading
• Introduction to Energy Trading
- Directional trading
- Spread trading
- Volatility trading
• Trading, hedging and dispatching optimization
on intra-day markets
- Stochastic Model Predictive Control (SMPC)
- SMPC for real-time market-based optimal power dispatch and
bidding
- Dynamic option hedging via SMPC
• Introduction to Quantitative Energy Trading
- How to build up a trading strategy
• Data base management
• Market Analysis
- Trading System
- Example of a trading system
• Objects and predictors
• Risk and performance quantitative parameters
• Quantitative Trading model applied to energy
market
- Trading tactics terms and crack spread ratios
- Risk models and quantitative strategies
- Case study: dynamic spread and optimization refinery model
- Example of a refinery portfolio optimization
• Pricing volatility
• Building a minimum variance strategy
• Performance and risk analysis
13th-17th October 2014
Lucca,Tuscany (Italy)
2nd edition
Day 4 - technical session:
Energy and Commodity Valuation and Risk
Analysis with:
o Intro to valuation models for energy commodities
Heston, Gibson Schwartz 2-factor, Gabillon
o Implementation of energy derivatives pricing
Market data set-up
Complex pay-off, Crack-spread option
o Risk Analysis on a portfolio of energy derivatives
PFE/VaR
CVA
Who should consider to attend this bootcamp:
Energy professionals* requiring training on the state-of-the-art modelling and pricing techniques
New hires and job-rotators looking to boost their skills and knowledge
Post-grads, PhDs and researchers requiring an exhaustive induction
Independent analysts and traders willing to explore a leading investment sector
Graduates and job-movers willing to break into the Energy Trading, Finance Risk sector*
Such as: Quantitative Analysts, Financial Analysts Engineers, Portfolio Risk Managers, Traders,
Quant-traders, Modellers, Risk Controllers, Consultants, Strategists, ETRM specialists and developers
info@ikbrokers.com
www.equantbootcamp.com
4. -E-Qu∂nT- bootcamp
13th-17th October 2014
Lucca,Tuscany (Italy)
2nd edition
PRE-REQUISITES
▫ Prior knowledge in programming highly beneficial but not required
▫ Graduate-level knowledge in Finance, Calculus and Linear Algebra mostly beneficial
▫ Induction classes offered separately on the 13th of October to ensure homogeneity in the starting skills
Intensive, Intercative, Friendly, Hands-on. Not just a «sit and listen» conference!
info@ikbrokers.com
www.equantbootcamp.com
INDUCTION CLASSES PROGRAMME
13/10/2014 – Morning session from h 9:00
• Programming foundations
- Programming tools
- Scripts and built-in functions
- User-defined functions
- Data I/O and financial providers download
- Plotting functions
- Fitting functions
- Functions for random and stochastic variables
13/10/2014 – Afternoon session from h 14:00
• Mathematical Finance intro
- Probability space and filtration
- Stochastic processes (Wiener, Poisson, Levy), Itō's lemma
- Equivalent probability measure (th. Girsanov, Radom-Nikodym)
- Rapresentation of Martingales
- PDEs framework (th. Feynman-Kac )
• Finance and stochastic process foundations
- Mechanics of future and option markets
- Hedging with derivatives
- Overview of modelling techniques
- Brownian diffusion (ABM, GBM, MRD)
- Principles of MC simulation and Vanilla option pricing
The annual event for the Energy Trading Risk Management Quant community
Designed through an assessment of the industry Request For Qualifications (RFQs)
Bridging the gap in knowledge and skills between the universities, research
institutes and the industry
Venue
IMT Institute for Advanced Studies Lucca
Piazza S. Ponziano 6, 55100 Lucca
Social evening on Bootcamp Day3:
Drink and dinner in the old city centre included in
the four-days EQuanT Bootcamp registration fee
5. -E-Qu∂nT- bootcamp
THE TUTORS
13th-17th October 2014
Lucca,Tuscany (Italy)
2nd edition
Andrea Roncoroni, Essec Business School
Andrea Roncoroni is Professor of Finance at ESSEC Business School Paris-Singapore and invited Reader at
Bocconi University, Milan. He holds PhD's in applied mathematics and in finance. His research interests primarily
cover energy and commodity finance, with a focus on risk management, financial modeling, and product
structuring. He put forward the Threshold Model for electricity price simulation and the FloVaR suite for the
dynamic monitoring of financial and industrial positions on commodities. He publishes in academic journals and
book series. As a professional advisor, he consulted for private companies and public institutions.
Mario Dell’Era, Intesa Sanpaolo
Mario Dell’Era holds an M.Sc. in Theoretical Physics and a Ph.D. in Applied Mathematics from the Pisa
University. He is currently serving as Quantitative Risk Analyst at Intesa Sanpaolo group. He taught
International Corporate Finance at Pisa University and Quantitative Finance at Scuola Superiore (Pisa, IT). His
research spans PDEs methods in Finance and Stochastic Calculus. He has worked as Quantitative Analyst,
Option Pricing software developer, Stock-Exchange and HFT data analyst. He is author of two books on
Quantitative Finance, and Editorial Board Member for international reviews of Finance.
Manuele Monti, GDF Suez
Manuele Monti holds an M.Sc. in Mechanical Engineering and a Ph.D. in Engineering – Mathematical Modelling
and Computation from the University of Leicester (GB). He has worked for energy trading companies
(GDF Suez, AceaElectrabel Trading) as Quantitative Analyst, Structurer, Energy Derivatives Trader, Portfolio
Risk Manager. He has been Marie Curie researcher in the European Commission 6th Framework Programme
and High Performance Computing (HPC) modeller, constantly aiming to integrate the scientific and technology
research advancements with the business development of Finance, Energy and Renewable Energy industries.
Enrico Edoli, Finalyst
Enrico Edoli has a degree in Mathematics and a PhD in Computational Mathematics applied to energy finance
from the University of Padova. He is responsible for technical developments and quantitative modelling in
Finalyst Consulting, where he applies rigorous scientific methods to the energy sector. He is author of articles on
quantitative methods applied to energy markets, structuring and insurance, and co-author of one book on
advanced topics in energy trading.
Giordano Frezza, Proprietary Trader
Giordano Frezza holds an M.Sc. in Aerospace Engineering from the University La Sapienza of Rome. He is
currently working as external Quantitative Analyst for energy trading firms developing proprietary trading systems
on European Energy Market. He was partner at Galileo Finance S.p.A. He has worked as quantitative analyst
and trader for Equity Hedge Funds, independent equity trader, proprietary HFT Strategies developer in Equity
Derivatives, with a successful track record since 2009 (for more info visit www.analysisandtrading.com )
Ahmos Sansom, Gazprom Marketing Trading
Ahmos Sansom has a PhD in applied Mathematics from the University of Nottingham and is a chartered member
of the Institute of Mathematics and Applications. He has several years of quantitative and numerical modelling
experience in the Commodities Industry where he has developed, implemented and validated a wide range of
models for business needs, such as VaR, EaR, gas storage, tolling, hedging optimization and credit portfolio risk
assessment. Prior to his current role at Gazprom Marketing and Trading as a Senior Quantitative Analyst he has
also worked for RWE and BG Group.
info@ikbrokers.com
www.equantbootcamp.com
6. -E-Qu∂nT- bootcamp
13th-17th October 2014
Lucca,Tuscany (Italy)
2nd edition
Valery Kholodnyi, Verbund Trading
Valery Kholodnyi is Principal Quantitative Analyst with Verbund Trading as well as Pauli Fellow at the Wolfgang
Pauli Institute. He served as a Managing Director of Quantitative Research and Risk Analytics at Platts, Chief
Science Officer and Vice President of Research and Development at Integrated Energy Services, Director of
Research at TXU Energy Trading, Director of Quantitative Analysis at Reliant Resources, Professor of Financial
Mathematics and Risk Management and Executive Director of the Center for Quantitative Risk Analysis at Middle
Tennessee State University. He edited a book Quantitative Energy Finance as well as authored four books and
over a hundred research papers in finance, mathematics, physics and engineering. He is member of the editorial
boards of six international research journals. He received the 15th Anniversary Outstanding Contribution to
Energy Risk Award and the Pioneer Quant Honor by the Energy Risk Magazine.
Alberto Bemporad, IMT Lucca
Alberto Bemporad has a M.Sc. in Electrical Engineering and a Ph.D. in Control Engineering from the University
of Florence, Italy. He was postdoctoral researcher at Washington University (St. Louis), at ETH Zurich
(Switzerland), and IMT Institute for Advanced Studies Lucca (Italy) where he became the director in 2012.
In 2011 he cofounded ODYS S.r.l., a spinoff company of IMT Lucca. He has published more than 250 papers in
the areas of control systems, optimization, and their application in several domains. He is coauthor of various
MATLAB toolboxes including the Model Predictive Control Toolbox and Hybrid Toolbox (The Mathworks, Inc.).
Ruggero Caldana, Università Piemonte Orientale
Ruggero Caldana holds a PhD in mathematics applied to financial markets analysis and is Post-Doc researcher
at Università del Piemonte Orientale. His research interests primarily cover risk management, financial modeling,
and numerical methods, with a focus on energy and commodity finance. He worked three years as quantitative
analyst in PwC Advisory.
Ilja Faerman, NumeriX
Ilja Faerman is Head of the EMEA Quant Team at NumeriX. Mr. Faerman is expert in pricing complex
derivatives and market and counterparty credit risk associated with large portfolios and multiple asset classes. In
recent projects, he focused on economic and regulatory capital allocation and coherent modeling of risk factors
for CVA/DVA figures. He holds a B.S. in Computer Science and M.S. in Finance.
Enrico Piccin, Edison Trading
Enrico Piccin works as Quantitative Analyst at Edison Trading. He holds an M.Sc. in Economics and Finance at
Ca' Foscari University, Venice. He has been working as Quantitative Analyst in the Asset Allocation team of
Fideuram Investimenti (Intesa Sanpaolo) and in the Generali's EquityDerivatives Trading desk. He has been
awarded by ASSIOM FOREX (The Italian Financial Markets Association) for the best dissertation about quant
finance, trading and portfolio management.
Francesca Perino, Mathworks
Francesca joined The MathWorks in January 2002 as Application Engineer in the Italian team. Before joining
MathWorks she worked as a software developer using MATLAB for model and algorithm design and
implementation. Francesca obtained her M.S. in Physics from Universita’ degli Studi of Torino working in the field
of computational physics. In MathWorks Francesca deals with high performance computing and parallel
programming languages, modeling and scientific computing with emphasis on financial modeling.
Want to submit a paper or become a tutor in the next EQuanT Bootcamp? Email: info@ikbrokers.com
info@ikbrokers.com
www.equantbootcamp.com
7. -E-Qu∂nT- bootcamp
REGISTRATION FEES
Super-early registration discount (30% off) registering by 02/07/2014
Early registration discount (20% off) registering by 10/09/2014
13th-17th October 2014
Lucca,Tuscany (Italy)
2nd edition
Further discount for the 4-days bootcamp for academics** and groups of more than one professional
delegate*
Super Early registration
(before 02/07/2014)
Early registration
(before 10/09/2014)
Full registration
(after 10/09/2014)
Full 4-days EQuanT Bootcamp 966 € + VAT 1104 € + VAT 1380 € + VAT
Single days EQuanT Bootcamp 310 €/day + VAT 352 €/day + VAT 440 €/day + VAT
Programming induction 112 € + VAT 128 € + VAT 160 € + VAT
Finance, Math Finance and
112 € + VAT 128 € + VAT 160 € + VAT
Stochastic process induction
* Group of Professionals: two delegates 15% off, three delegates 20% off, four or more delegates 25% off (up to
10/09/2014)
* Academics: 50% off the full registration (before 10/09/2014), 40% off the full registration (after 10/09/2014)
* Group of Academics: two delegates 10% off, three or more delegates 15% off (up to 10/09/2014)
**MSc and PhD Students, Graduates (in the last 6 months before registration), researchers, university interns or
fixed-term contracts
info@ikbrokers.com
www.equantbootcamp.com
COURSE BOOKING TERMS AND CONDITIONS:
To book please contact IKBrokers at:
info@ikbrokers.com or online by the «Book Online»
button at www.equantbootcamp.com
Bookings are regarded as confirmed bookings when the
confirmation mail is received from info@ikbrokers.com
Live assistant at the indicated time for online booking
can be also accessed at: www.equantbootcamp.com
Subject to limited seats availability booking acceptance
of academics and Bootcamp single days reservations
are upon administration revision, and can be cancelled
by the administration.
PROGRAMME:
We are committed to mantain the highest standards and
continuously improve the original programme.
For force majeure circumstances the bootcamp
schedule, speakers can be subject to change,
postponed or cancelled.
SUBSTITUTIONS:
For IKBrokers courses, clients may substitute the
original delegate with another person belonging to the
same rate category at no extra charge. Written
notification is required to substitute a delegate.
BOOKING CANCELLATIONS:
Cancellation of the course booking will be subject to the terms
below:
- 10% charge for cancellation with 30+ working days notice
- 30% fee due for cancellation within 30 working days notice
- 50% fee due for cancellation within 5 working days notice
- 100% fee due for cancellation after 12:00 of the day before
the session start
CANCELLATION OF COURSE BY IKBrokers:
IKBrokers reserves the right to amend or cancel the course,
course times, dates or published prices. Changes to course
prices, times and dates will be advised before the course start
date and any course already paid in full will not be subject to
the increased price.
LAPTOPS:
You will not need a laptop to follow the bootcamp, although a
laptop with a properly installed version of Matlab® is strongly
recommended to follow the examples and coding applications.
Full codes compatibility is ensured only by Matlab®2014. If
you are not able to bring with you a laptop with licenses at the
bootcamp you are suggested to ask for any related limitation
to the organizers.
8. -E-Qu∂nT- bootcamp
13th-17th October 2014
Lucca,Tuscany (Italy)
2nd edition
“The bootcamp was extremely interesting and useful,
both in terms of contents and making connections with
other people“ Head of Quantitative Development
info@ikbrokers.com
www.equantbootcamp.com
COOL MOMENTS AT THE 2013 EDITION:
“The bootcamp was a great experience, the best training
I have attendend so far” Quantitative Risk Professional
“Fantastic experience
really!” Derivatives Trader
“It was nice to see how financial energy markets are deeply
related to math models !” Postdoc and Ph.D. Theoretical Physics
FOR MORE COOL MOMENTS
FOLLOW THE FORUM: #equantbootcamp
AMONG THE COMPANIES IN THE LAST EDITION: