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Helyette Geman, of Johns Hopkins and Birkbeck, Is Financial Engineer of the Year

Feb 17, 2023 | French mathematician Helyette Geman is the latest mathematical finance luminary to be named ...

Quant Methods

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University of Maryland Professor Wins Annual Quantitative Finance Award

Jan 7, 2022 | The International Association for Quantitative Finance and Northfield Information Services have ...

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Systemic Cyber Risk Reduction: A Q&A with the Department of Homeland Security’s Bob Kolasky

Aug 26, 2021 | Fueled in part by high-profile ransomware attacks that have resulted in major losses, cybersecurity ...

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Paul Glasserman Named IAQF/Northfield Financial Engineer of the Year

Feb 19, 2021 | Paul Glasserman of Columbia University has won the 2020 IAQF/Northfield Financial Engineer of the ...

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Model Risk Management and the AI Effect

Jan 15, 2021 | While artificial intelligence brings fundamental changes to quantitative and analytical modeling, ...

Trending Articles

7 Unique Challenges in Cryptocurrency Risk Management

The increased institutional interest in investing in cryptocurrencies raises complex risk management considerations that are unique to this...

Friday, March 19, 2021

Machine Learning and Risk Management: A Q&A with Professor John Hull

Early-career and aspiring risk managers don’t necessarily need to become data scientists to compete for job opportunities and advancement at...

Friday, August 5, 2022

The Risk Matrix Approach: Strengths and Limitations

The RMA is an effective and intuitive technique used by risk managers to prioritize threats to their organization in a graphic manner – but it’s not...

Friday, October 7, 2022

Digital Currencies: Risks and Opportunities

Cryptocurrencies are surging in popularity, but whether they will ever go mainstream depends on factors like price stability, ease of use and...

Friday, September 3, 2021

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From Theory to Practice with Agent-Based Modeling

Apr 26, 2019 | In a March press conference, Federal Reserve Board chair Jerome Powell said that U.S. economic ...

Quant Methods

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A Breakthrough Is Claimed in Systemic Risk Monitoring

Feb 22, 2019 | More than 10 years since the global financial market meltdown, regulators and central bankers are ...



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