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...
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...
The Fire of Life – TEDx talk by Peter Sloot

The Fire of Life – TEDx talk by Peter Sloot

Greek mythology talks about Prometheus who stole fire from heaven to animate his clay men. My central conjecture is that what Prometheus stole was not fire but information in the form of Gibbs free energy. This resulted in our complex world, with zillions of molecules...