Liquidity risk in derivatives valuation

Liquidity risk in derivatives valuation

The research article on “Liquidity risk in derivatives valuation: an improved credit proxy method” by Dr. Sumit Sourabh (CSL, UvA), Dr. Markus Hofer (ING Bank) and Prof. Drona Kandhai (ING Bank and CSl, UvA) was recently published in Quantitative Finance....

Workshop on Financial Complexity

  The Computational Science Lab (CSL) at Institute of Informatics together with Center for Nonlinear Dynamics in Economics and Finance (CeNDEF) at University of Amsterdam organized a workshop on Wednesday, June 7 at Institute for Advanced Studies in Amsterdam on...

Willem Vermeulen wins Lanciersprijs

Willem Vermeulen wins the Lanciersprijs award for his Bachelor thesis on Dutch migration patterns in the 19th century. For his work he collected millions of digitized individual municipal records from the Tilburg area and performed network analysis and statistical...
Dr. Sauro Succi visits CSL and IAS

Dr. Sauro Succi visits CSL and IAS

Dr. Sauro Succi, a renowned pioneer of the lattice Boltzmann method and the 2017 recipient of the Rahman Prize for Computational Physics, has been appointed as guest professor of Computational Science at UvA from May 1, 2017. On this occasion he is visiting Amsterdam...

Education Innovation Award

  On February 9 Peter Sloot receives the Education Innovation Award from Dr. Olga Vasilyeva, Russian Minister of Education and Science, in the name of the Prime Minister of Russia Dmitri Medvedev. The award celebrates the advancement of the scientific method in...