Successful ICCS from Switzerland to China

Successful ICCS from Switzerland to China

ICCS 2017 a success in Zurich! Over 400 computational scientists from around the world convened in ETH in Zurich, Switzerland (12-14 June) to exchange the newest developments in computational science techniques and its broad spectrum of application domains, ranging...
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 the...

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...