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March 2008

Interview Dr Damiano Brigo: «Hybrid products and models will become paramount in the immediate future»

Interview with Dr Damiano Brigo, Head of Credit Models at Banca IMI in Milan and co-author of the best-seller « Interest-Rate Models: Theory and Practice ».

March 2008

Interview Olivier Godechot: «Trader bonuses cannot be justified in any way!»

During several years, Olivier Godechot has carried out a detailed research on pay packages in finance by analyzing budgets allocated to bonuses and salaries on trading floors. His task was completed by several witness (...)

March 2008

Stories JP Morgan (1837-1913), founder of a leading institution

As one of the most influent American businessmen at the beginning of the 20th century, John Pierpont Morgan saved the US financial system more than once. He also initiated several important mutations of the US financial (...)

February 2008

Stories Nouriel Roubini, the man who predicted the crisis.....

In 2006, Nouriel Roubini had predicted that the United States was in danger of being hit by a serious depression, statements which made people smile at the time. Two years later, no-one is laughing, or so the New York Times (...)

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.

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