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Files
San Francisco
Metamathematical Finance -
The talk covers the uses and abuses of mathematical methods in quantitative finance from the empirical and historical viewpoints
San Francisco
Event Driven Trading and the “New News”: The Other Information Revolution in Markets -
David Leinweber, Leinweber & Co.: Event Driven Trading and the “New News”: The Other Information Revolution in Markets
San Francisco
Sovereign Correlation Methodology (by Vojislav Sesum, PhD, Moody’s Analytics) -
Combines sovereign CDS data and a multifactor asset correlation model. Captures correlations between sovereigns as well as between sovereigns and other asset classes. Explicitly accounts for sovereign contagion effects.
San Francisco
Goal-Driven Investing. LDI for Households. -
March 8, 2011 SF QWAFAFEW presentation by Andrew Rudd, CEO & Founder, Nicolo Torre, Head of Research, and S. Raj Rajagopal, Associate Portfolio Manage.r Advisor Software, Inc.
http://www.advisorsoftware.com
San Francisco
Defensive and Dynamic Equity Strategies and Russell’s Stability Indexes -
A presentation to San Francisco QWAFAFEW January 26, 2011
San Francisco
Global Cross-Sectional Volatility Analysis -
Jose Menchero, MSCI Barra, Global Cross-Sectional Volatility Analysis, 2010
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