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Selected articles linked to quantitative finance

Articles

February 2008

Interview Mark Joshi : «senior management have to be more mathematically sophisticated»

Mark Joshi has worked for RBS from 1999 to 2005. First as quant analyst and then head of quantitative research within the risk department.

January 2008

Pedagogy What is CPPI (Constant Proportion Portfolio Insurance)?

CPPI or Constant Proportion Portfolio Insurance is a dynamic management technique that ensures a minimum guaranteed amount to an investor at the time of maturity

November 2007

Reading A fractal view of the markets, Benoit Mandelbrot

In an uncompromising book, Benoit Mandelbrot, French graduate from Ecole Polytechnique, denounces the inconsistency of the orthodox theory of finance and presents his fractal vision of the markets

August 2007

News Quant funds in turmoil

With the losses recorded by one fund of top quant manager, Renaissance Technologies, and three other funds of Goldman Sachs, the quantitative management industry might be facing its first real crisis.

March 2007

Profile Quantitative Analyst: a dream career for young mathematicians

Each year, more and more young engineers or science graduates are interested in this career. But how does one become a “quant” ?

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