by Gabor Zavodszky | Jun 23, 2017 | Hot News, News
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....
by Rick Quax | Jun 19, 2017 | Hot News, News
With a 5-year Impact Factor of 4.8 FGCS is now ranked among the top Computer Science Journals in the world! We congratulate the Editorial team and the Editor in Chief (Prof. Peter Sloot, IvI) of this open access Elsevier Science Journal with this impressive success....
by Gabor Zavodszky | Apr 23, 2017 | Hot News, News
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...
by Gabor Zavodszky | Apr 3, 2017 | Hot News, News
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...
by Gabor Zavodszky | Jan 5, 2017 | Hot News, News
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...
by Gabor Zavodszky | Jan 5, 2017 | Hot News, News
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...
