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Marco Avellaneda (mathematician)
Marco Avellaneda (Ph.D.) (February 16, 1955 - June 11, 2022) was an American mathematician and financial consultant. He was the director of the Division of Financial Mathematics at the Courant Institute of Mathematical Sciences, Courant Institute at New York University. Early life Avellaneda was born on February 16, 1955, in Miramar, Buenos Aires, Miramar, Argentina. His great-grandfather Nicolás Avellaneda, Nicolas Avellaneda was Argentina’s youngest President and was credited with having brought on a period of peace and significant economic output and exports at the end of the 19th century. He spent his formative years living in Rio de Janeiro, Buenos Aires and Paris. Avellaneda attended the University of Buenos Aires from 1977 to 1981. He moved to the United States in 1981, to pursue a doctorate in mathematics at the University of Minnesota–Twin Cities where he graduated with a PhD in 1985. He was married to Cassandra Richmond, a psychotherapist, and lived in New York Ci ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Courant Institute Of Mathematical Sciences
The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU), and is among the most prestigious mathematics schools and mathematical sciences research centers in the world. Founded in 1935, it is named after Richard Courant, one of the founders of the Courant Institute and also a mathematics professor at New York University from 1936 to 1972, and serves as a center for research and advanced training in computer science and mathematics. It is located on Gould Plaza next to the Stern School of Business and the economics department of the College of Arts and Science. NYU is ranked #1 in applied mathematics in the US (as per US News), #5 in citation impact worldwide, and #12 in citation worldwide. It is also ranked #19 worldwide in computer science and information systems. On the Faculty Scholarly Productivity Index, it is ranked #3 with an index of 1.84. It is also known for its extensive res ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Correlation Trading
In finance, correlation trading is a strategy in which the investor gets exposure to the average correlation of an index. The key to correlation trading is being able to predict when future realized correlation amongst the stocks of a particular index will be greater or less than the "implied" correlation level derived from derivatives on the index and its single stocks. One observation related to correlation trading is the principle of diversification, which implies that the volatility of a portfolio of securities is less than (or equal to) the average volatility of all the securities in that portfolio (This has nothing to do with Modern Portfolio Theory and follows from Statistics 101, definition of portfolio variance). The lower the correlation amongst the individual securities, the lower the overall volatility of the entire portfolio. This is due to the way in which variances behave when summing correlated random variables. To sell correlation, investors can: * Sell a cal ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Argentine Mathematicians
Argentines (mistakenly translated Argentineans in the past; in Spanish (masculine) or (feminine)) are people identified with the country of Argentina. This connection may be residential, legal, historical or cultural. For most Argentines, several (or all) of these connections exist and are collectively the source of their being ''Argentine''. Argentina is a multiethnic and multilingual society, home to people of various ethnic, religious, and national origins, with the majority of the population made up of Old World immigrants and their descendants. As a result, Argentines do not equate their nationality with ethnicity, but with citizenship and allegiance to Argentina. Aside from the indigenous population, nearly all Argentines or their ancestors immigrated within the past five centuries. Among countries in the world that have received the most immigrants in modern history, Argentina, with 6.6 million, ranks second to the United States (27 million), and ahead of other ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
1955 Births
Events January * January 3 – José Ramón Guizado becomes president of Panama. * January 17 – , the first nuclear-powered submarine, puts to sea for the first time, from Groton, Connecticut. * January 18– 20 – Battle of Yijiangshan Islands: The Chinese Communist People's Liberation Army seizes the islands from the Republic of China (Taiwan). * January 22 – In the United States, The Pentagon announces a plan to develop intercontinental ballistic missiles (ICBMs), armed with nuclear weapons. * January 23 – The Sutton Coldfield rail crash kills 17, near Birmingham, England. * January 25 – The Presidium of the Supreme Soviet of the Soviet Union announces the end of the war between the USSR and Germany, which began during World War II in 1941. * January 28 – The United States Congress authorizes President Dwight D. Eisenhower to use force to protect Formosa from the People's Republic of China. February * February 10 – The United States Sev ... [...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] |
Capital Fund Management
Capital Fund Management (CFM) is a global asset management company based in Paris with staff in New York City, London, and Sydney. CFM takes a scientific and academic approach to finance, using quantitative and systematic techniques to develop alternative investment strategies and products for institutional investors and financial advisers. CFM has over 240 employees worldwide and manages $10 billion as of July 2022. History Founded in 1991 by Jean-Pierre Aguilar and Bruno Combier, CFM merged in 2000 with Science & Finance, a company founded in 1994 by Jean-Philippe Bouchaud as the research arm of CFM and an early pioneer in quantitative and systematic investment strategies. CFM's longest running programs use a multi-strategy, multi-asset approach to investing. In 2013 CFM broadened its offering with a range of alternative beta programs applying quantitative and systematic techniques to well-documented alternative investment strategies. People Since the death of Jean-Pierre ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Nicole El Karoui
Nicole El Karoui (''née'' Schvartz) is a French mathematician and pioneer in the development of mathematical finance, born May 29, 1944, in Paris. She is considered one of the pioneers on the French school of mathematical finance and trained many engineers and scientists in this field. She is Professor Emeritus of Applied Mathematics at Sorbonne University, and held professorship positions at the École Polytechnique and Université du Maine. Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets. Teaching The reputation of Professor El Karoui's classes is such that Wall Street Journal opines that there may be ''too many'' of her students in important positions handling financial derivatives. In an interview with the Wall Street Journal, Rama Cont, a well-known mathematician, described a degree with Ms. El Karoui's name on it as "the magic word that opened doors for young people. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rama Cont
Rama Cont is the Professor of Mathematical Finance at the University of Oxford. He is known for contributions to probability theory, stochastic analysis and mathematical modelling in finance, in particular mathematical models of systemic risk. He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010. Biography Born in Tehran (Iran), Cont obtained his undergraduate degree from Ecole Polytechnique (France), a master's degree in theoretical physics from Ecole Normale Superieure and a degree in Chinese Language from Institut national des langues et civilisations orientales. His doctoral thesis focused on the application of Lévy processes in financial modelling. Career and achievements Cont started his career as a CNRS researcher in applied mathematics at Ecole Polytechnique (France) in 1998 and held academic positions at Ecole Polytechnique, Columbia University and Imperial College London. He was appointed 'Directeur de Recherche CNRS' (CNRS S ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Royal Bank Of Canada
Royal Bank of Canada (RBC; french: Banque royale du Canada) is a Canadian multinational financial services company and the largest bank in Canada by market capitalization. The bank serves over 17 million clients and has more than 89,000 employees worldwide. Founded in 1864 in Halifax, Nova Scotia, it maintains a corporate headquarters in Toronto and its head office in Montreal. RBC's institution number is 003. In November 2017, RBC was added to the Financial Stability Board's list of global systemically important banks. In Canada, the bank's personal and commercial banking operations are branded as ''RBC Royal Bank'' in English and ''RBC Banque Royale'' in French and serves approximately 10 million clients through its network of 1,209 branches. RBC Bank is a US banking subsidiary which formerly operated 439 branches across six states in the Southeastern United States, but now only offers cross-border banking services to Canadian travellers and expats. RBC ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Banque Paribas
BNP Paribas is a French international banking group, founded in 2000 from the merger between Banque Nationale de Paris (BNP, "National Bank of Paris") and Paribas, formerly known as the Banque de Paris et des Pays-Bas. The full name of the group's parent entity is BNP Paribas S.A. With 190,000 employees as of February 2021, the bank is organized into three major business areas: Commercial, Personal Banking & Services (CPBS), Investment & Protection Services (IPS) and Corporate & Institutional Banking (CIB). The group is listed on the first market of Euronext Paris and a component of the Euro Stoxx 50 stock market index, while it also included in the French CAC 40 index. BNP Paribas is the largest banking group in Europe, after HSBC, and ninth largest Banking group in the world, essentially a bulge bracket. It became one of the five largest banks in the world following the 2008 financial crisis. Despite some legal difficulties in 2014, including being fined the largest ever su ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Morgan Stanley
Morgan Stanley is an American multinational investment management and financial services company headquartered at 1585 Broadway in Midtown Manhattan, New York City. With offices in more than 41 countries and more than 75,000 employees, the firm's clients include corporations, governments, institutions, and individuals. Morgan Stanley ranked No. 61 in the 2021 Fortune 500 list of the largest United States corporations by total revenue. The original Morgan Stanley, formed by J.P. Morgan & Co. partners Henry Sturgis Morgan (a grandson of J.P. Morgan), Harold Stanley, and others, came into existence on September 16, 1935, in response to the Glass–Steagall Act, which required the splitting of American commercial and investment banking businesses. In its first year, the company operated with a 24% market share (US$1.1 billion) in public offerings and private placements. The current Morgan Stanley is the result of the merger of the original Morgan Stanley with Dean Witter Reyn ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Banque Indosuez
Banque Indosuez was a French bank, the product of the 1975 merger of Banque de l'Indochine and Banque de Suez et de l'Union des mines. It was purchased by Crédit Agricole in 1996, and formed the core of what is now Crédit Agricole Corporate and Investment Bank. As of 2022, its brand survives in Indosuez Wealth Management, the Crédit Agricole group's wealth management arm. History In 1966, to prevent an outright takeover of military-industrial concern Schneider by Belgium's Empain group, the Banque de l'Indochine acquired 10 percent of Schneider's capital.As a consequence of that transaction, Empain took 11 percent of the bank's own capital. Its chairman then attempted to counter Empain's influence in the bank (as the rest of the shareholder base was highly dispersed) by inviting the Compagnie Financière de Suez, with which the bank had several common business interests, to invest in it as well. In January 1967, Suez acquired 7 percent of the bank's capital, the same amoun ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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