Where Quants Go Wrong:
Simple Things They Should Have Told You at University
Wednesday, November 5, 2008
Simple Things They Should Have Told You at University
Wednesday, November 5, 2008
Speaker: Paul Wilmott, Financial Consultant
Quantitative finance models are becoming increasingly sophisticated and quants are taking on responsibilities for larger and larger investments. Is this a safe and stable scenario? The speaker will argue that quants' lack of real-world experience and blind belief in mathematical modeling is a dangerous combination. He will outline some of the common mistakes that quants keep making and show how these can be rectified by using relatively simple mathematics.
Paul Wilmott is a financial consultant, specializing in derivatives, risk management and quantitative finance. He has worked with many leading US and European financial institutions. He is a member of the Physics in Finance Committee of the Institute of Physics, and is on the editorial boards of several academic journals.
Dr. Wilmott is the proprietor of www.wilmott.com, the popular quantitative finance community website, the quant magazine Wilmott and is the Course Director for the Certificate in Quantitative Finance.
* Additionally, Dr. Wilmott will hold a non-sponsored information session about the Certificate of Quantitative Finance the evening of November 5 at the OMNI. For further information go to CQF@7city.com or tel: +44 (0)20 7496 8600.
* Additionally, Dr. Wilmott will hold a non-sponsored information session about the Certificate of Quantitative Finance the evening of November 5 at the OMNI. For further information go to CQF@7city.com or tel: +44 (0)20 7496 8600.
Time
12:00- 2:00pm
Registration Fees:
CFALA Members $20.00
Non-Members $50.00
12:00- 2:00pm
Registration Fees:
CFALA Members $20.00
Non-Members $50.00
Location
Omni Los Angeles
251 S. Olive St, Downtown Los Angeles
For directions please call hotel: 213-617-3300
Hotel (Valet) Parking: $12.00
Omni Los Angeles
251 S. Olive St, Downtown Los Angeles
For directions please call hotel: 213-617-3300
Hotel (Valet) Parking: $12.00