Smile and default

Smile and default

According to Basel III, financial institutions need to charge a Credit Valuation Adjustment (CVA) to account for counterparty default risk. This adjustment is typically driven by a large number of uncertain risk factors, which makes efficient computation of CVA and...

Drona Kandhai appointed as professor

It is with great pleasure that we can let you know that the University of Amsterdam has appointed Drona Kandhai as professor by special appointment in Computational Finance. For further info and details please read...

Rick Quax has been appointed as Assistant Professor

Rick Quax has been appointed as the new Assistant Professor on the topic of ‘Information Processing in Complex Adaptive Systems’ in the group. His new role started on September 1, 2016. Together with Prof. Peter Sloot he will spearhead the ‘Complex...