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Damir Filipović
Damir Filipović (born 1970 in Switzerland) is a Swiss mathematician specializing in quantitative finance. He holds the Swissquote Chair in Quantitative Finance and is the director of the Swiss Finance Institute at EPFL (École Polytechnique Fédérale de Lausanne). Career Filipović studied mathematics at ETH Zurich and earned his Master's degree in 1995. He joined Freddy Delbaen as PhD student and graduated in 2000 with thesis on mathematical finance titled "Consistency problems for HJM interest rate models". As a postdoctoral research fellow he joined Vienna University of Technology (2000), Stanford University (2001) and Princeton University (2001) to work on consistency problems for Heath-Jarrow-Morton interest rate models and affine processes and applications in finance. From 2002 to 2003 he was an assistant professor at Princeton University's Department of Operations Research and Financial Engineering. As scientific consultant for solvency testing and risk analys ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Swiss Life
The Swiss Life Group is the largest life insurance company of Switzerland and one of Europe’s leading comprehensive life and pensions and financial services providers, with approximately CHF 276.3 bn of assets under management. Founded in 1857 in Zurich as the ''Schweizerische Lebensversicherungs und Rentenanstalt'' cooperative, the company entered the Swiss stock market in 1997 and adopted its current name in 2002. In 2021 the group declared an adjusted profit from operations of CHF 1.81 billion, a 15% decrease compared to the previous year. Net profit increased by 20% to CHF 1.3 billion. Swiss Life is one of the twenty companies listed under the Swiss Market Index, as SLHN. History Foundation and growth Conrad Widmer established the ''Schweizerische Rentenanstalt'' ("Swiss annuity institution") in 1857 as the first life insurance company in Switzerland, backed by guarantees from Schweizerische Kreditanstalt. Prominent Zurich politician Alfred Escher was closely involved ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Vienna
The University of Vienna (german: Universität Wien) is a public research university located in Vienna, Austria. It was founded by Duke Rudolph IV in 1365 and is the oldest university in the German-speaking world. With its long and rich history, the university has developed into one of the largest universities in Europe, and also one of the most renowned, especially in the Humanities. It is associated with 21 Nobel prize winners and has been the academic home to many scholars of historical as well as of academic importance. History From the Middle Ages to the Enlightenment The university was founded on March 12, 1365, by Rudolf IV, Duke of Austria, hence the name "Alma Mater Rudolphina". After the Charles University in Prague and Jagiellonian University in Kraków, the University of Vienna is the third oldest university in Central Europe and the oldest university in the contemporary German-speaking world; it remains a question of definition as the Charles University in Prague ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
ETH Zurich Alumni
(colloquially) , former_name = eidgenössische polytechnische Schule , image = ETHZ.JPG , image_size = , established = , type = Public , budget = CHF 1.896 billion (2021) , rector = Günther Dissertori , president = Joël Mesot , academic_staff = 6,612 (including doctoral students, excluding 527 professors of all ranks, 34% female, 65% foreign nationals) (full-time equivalents 2021) , administrative_staff = 3,106 (40% female, 19% foreign nationals, full-time equivalents 2021) , students = 24,534 (headcount 2021, 33.3% female, 37% foreign nationals) , undergrad = 10,642 , postgrad = 8,299 , doctoral = 4,460 , other = 1,133 , address = Rämistrasse 101CH-8092 ZürichSwitzerland , city = Zürich , coor = , campus = Urban , language = German, English (Masters and upwards, sometimes Bachelor) , affiliations = CESAER, EUA, GlobalTech, IARU, IDEA League, UNITECH , website ethz.ch, colors = Black and White , logo = ETH Zürich Logo black.svg ETH Züric ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
1970 Births
Events January * January 1 – Unix time epoch reached at 00:00:00 UTC. * January 5 – The 7.1 Tonghai earthquake shakes Tonghai County, Yunnan province, China, with a maximum Mercalli intensity of X (''Extreme''). Between 10,000 and 14,621 were killed and 26,783 were injured. * January 14 – Biafra capitulates, ending the Nigerian Civil War. * January 15 – After a 32-month fight for independence from Nigeria, Biafran forces under Philip Effiong formally surrender to General Yakubu Gowon. February * February 1 – The Benavídez rail disaster near Buenos Aires, Argentina, kills 236. * February 10 – An avalanche at Val-d'Isère, France, kills 41 tourists. * February 11 – '' Ohsumi'', Japan's first satellite, is launched on a Lambda-4 rocket. * February 22 – Guyana becomes a Republic within the Commonwealth of Nations. March * March 1 – Rhodesia severs its last tie with the United Kingdom, declaring itself a republic. * March 4 — All 57 m ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Société De Mathématiques Appliquées Et Industrielles
The Société de Mathématiques Appliquées et Industrielles (SMAI) is a French scientific society aiming at promoting applied mathematics, similarly to the Society for Industrial and Applied Mathematics (SIAM). SMAI was founded in 1983 to contribute to the development of applied mathematics for research, commercial applications, publications, teaching, and industrial training. As of 2009, the society has nearly 1300 members, including both individuals and institutions. SMAI is directed by an administration elected by the general assembly. Its chief activities are: * to organize conferences and workshops, * to publish the thrice-yearly bulletin Matapli, which contains overviews, book reviews, and information about theses and upcoming conferences, * to publish scholarly journals including Modélisation Mathématique et Analyse Numérique (M2AN), Contrôle Optimisation et Calcul des Variations (COCV), Probabilités et Statistiques (P&S), Recherche opérationnelle (RO), ESAIM: Procee ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
London Mathematical Society
The London Mathematical Society (LMS) is one of the United Kingdom's learned societies for mathematics (the others being the Royal Statistical Society (RSS), the Institute of Mathematics and its Applications (IMA), the Edinburgh Mathematical Society and the Operational Research Society (ORS). History The Society was established on 16 January 1865, the first president being Augustus De Morgan. The earliest meetings were held in University College, but the Society soon moved into Burlington House, Piccadilly. The initial activities of the Society included talks and publication of a journal. The LMS was used as a model for the establishment of the American Mathematical Society in 1888. Mary Cartwright was the first woman to be President of the LMS (in 1961–62). The Society was granted a royal charter in 1965, a century after its foundation. In 1998 the Society moved from rooms in Burlington House into De Morgan House (named after the society's first president), at 57–5 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Coursera
Coursera Inc. () is a U.S.-based massive open online course provider founded in 2012 by Stanford University computer science professors Andrew Ng and Daphne Koller. Coursera works with universities and other organizations to offer online courses, certifications, and degrees in a variety of subjects. In 2021 it was estimated that about 150 universities offered more than 4,000 courses through Coursera. History Coursera was founded in 2012 by Stanford University computer science professors Andrew Ng and Daphne Koller. Ng and Koller started offering their Stanford courses online in fall 2011, and soon after left Stanford to launch Coursera. Princeton, Stanford, the University of Michigan, and the University of Pennsylvania were the first universities to offer content on the platform. In 2014 Coursera received both the Webby Winner (Websites and Mobile Sites Education 2014) and the People's Voice Winner (Websites and Mobile Sites Education) awards. Finances Coursera's revenues ro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Massive Open Online Course
A massive open online course (MOOC ) or an open online course is an online course aimed at unlimited participation and open access via the Web. In addition to traditional course materials, such as filmed lectures, readings, and problem sets, many MOOCs provide interactive courses with user forums or social media discussions to support community interactions among students, professors, and teaching assistants (TAs), as well as immediate feedback to quick quizzes and assignments. MOOCs are a widely researched development in distance education, first introduced in 2008, that emerged as a popular mode of learning in 2012, a year called the "Year of the MOOC". Early MOOCs (cMOOCs: Connectivist MOOCs) often emphasized open-access features, such as open licensing of content, structure and learning goals, to promote the reuse and remixing of resources. Some later MOOCs (xMOOCs: extended MOOCs) use closed licenses for their course materials while maintaining free access for students. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Volatility
In statistics, stochastic volatility models are those in which the variance of a stochastic process is itself randomly distributed. They are used in the field of mathematical finance to evaluate derivative securities, such as options. The name derives from the models' treatment of the underlying security's volatility as a random process, governed by state variables such as the price level of the underlying security, the tendency of volatility to revert to some long-run mean value, and the variance of the volatility process itself, among others. Stochastic volatility models are one approach to resolve a shortcoming of the Black–Scholes model. In particular, models based on Black-Scholes assume that the underlying volatility is constant over the life of the derivative, and unaffected by the changes in the price level of the underlying security. However, these models cannot explain long-observed features of the implied volatility surface such as volatility smile and skew, which ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Credit Risk
A credit risk is risk of default on a debt that may arise from a borrower failing to make required payments. In the first resort, the risk is that of the lender and includes lost principal and interest, disruption to cash flows, and increased collection costs. The loss may be complete or partial. In an efficient market, higher levels of credit risk will be associated with higher borrowing costs. Because of this, measures of borrowing costs such as yield spreads can be used to infer credit risk levels based on assessments by market participants. Losses can arise in a number of circumstances, for example: * A consumer may fail to make a payment due on a mortgage loan, credit card, line of credit, or other loan. * A company is unable to repay asset-secured fixed or floating charge debt. * A business or consumer does not pay a trade invoice when due. * A business does not pay an employee's earned wages when due. * A business or government bond issuer does not make a payment on ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Systemic Risk
In finance, systemic risk is the risk of collapse of an entire financial system or entire market, as opposed to the risk associated with any one individual entity, group or component of a system, that can be contained therein without harming the entire system.Banking and currency crises and systemic risk George G. Kaufman (World Bank), It can be defined as "financial ''system'' instability, potentially catastrophic, caused or exacerbated by idiosyncratic events or conditions in financial intermediaries". It refers to the risks imposed by ''interlinkage ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
