Saturday, August 25, 2012

FX Options Course at NUS's new Centre of Quantitative Finance

The new Center of Quantitative Finance at NUS has invited Professor Uwe Wystup to conduct a 3-day course on Foreign Exchange Options Markets.

The course takes place on Oct 3-5 2012 (Wed-Fri) in the Department of Mathematics, NUS campus.

Random Walkers Roundtable on CVA

On Wednesday 5th September Dr Tony Webb, FINCAD's Director of Analytics, will lead a discussion on CVA - sharing his experience, best practices and modern techniques on this hot topic.

Tony is visiting Singapore from Vancouver. He has a PhD in Fluid Dynamics, an MBA, and other degrees from University of British Columbia, University of Wales and Cambridge University. He has over 10 years of experience in quant finance across a variety of asset classes.

Wednesday, August 8, 2012

Making Sense of Analytics - The Maroon Analytics Map

Last month I had the honour of chairing the inaugural Business Analytics Forum Asia in Singapore. We were graced with speakers from such esteemed organisations as Shell, Deloitte, PwC, Hong Kong, American Express, Telstra, the University of Hong Kong and Great Eastern Life Assurance.

They were a diverse group united in one way - all had an entirely different story of what "analytics" actually is. From Gary Biddle of the University of Hong Kong (and a fellow Chicago grad) talking about using techniques such as EVA to incentivise behaviour and set strategy, to Hugo Walkinshaw of Deloitte talking about "Big Data" and their Analytics Institute, everyone had a different take.