MR14 - Centre for Mathematical Sciences
Cambridge, United Kingdom
Tuesday, 07 March 2017
from 16:00 to 17:00
Artur Steiner and Patrick Steinmueller
d-fine is a consulting company specializing in finance and risk management with a strong focus on quantitative topics. After a brief introduction to the company, the talk will focus on new challenges posed by the current historically low interest rates which serves as an easily accessible example of a topic that is highly relevant to our clients at the moment. Various consequences and related problems arising in areas ranging from derivative pricing to market risk stress tests will be discussed in order to provide a first insight into what d-fine is all about.