Piotr Karasinski
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Piotr Karasinski
Piotr Karasinski is a pioneering quantitative analyst, best known for the Black–Karasinski short-rate model which he co-developed with the late Fischer Black. His contributions to quantitative finance include models for interest rates, equity and hybrid products and random volatility. He is currently Director of Client Solutions at AlgoDynamix (from 2020) and Managing Director at Karasinski Consulting (from 2021). He is on the editorial board of the journal, ''Quantitative Finance'' Previously, he has held a number of positions at leading firms in New York and London including: Managing Director at HSBC, Director and Head Derivatives Research at Citibank, MD at Chemical Bank, Director at Deutsche Bank and Vice President at Goldman Sachs. He has also served as Senior Advisor at the European Bank for Reconstruction and Development. In a recent review The Black-Karasinski Model: Thirty Years On celebrating the thirty-year anniversary of publication of his seminal paper, he looks ...
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Quantitative Analyst
Quantitative may refer to: * Quantitative research, scientific investigation of quantitative properties * Quantitative analysis (other) * Quantitative verse, a metrical system in poetry * Statistics, also known as quantitative analysis * Numerical data, also known as quantitative data * Quantification (science) In mathematics and empirical science, quantification (or quantitation) is the act of counting and measuring that maps human sense observations and experiences into quantity, quantities. Quantification in this sense is fundamental to the scientific ... See also * Qualitative {{disambig ...
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European Bank For Reconstruction And Development
The European Bank for Reconstruction and Development (EBRD) is an international financial institution founded in 1991. As a multilateral developmental investment bank, the EBRD uses investment as a tool to build market economies. Initially focused on the countries of the former Eastern Bloc it expanded to support development in more than 30 countries from Central Europe to Central Asia. Similar to other multilateral development banks, the EBRD has members from all over the world (North America, Africa, Asia and Australia, see below), with the biggest single shareholder being the United States, but only lends regionally in its countries of operations. Headquartered in London, the EBRD is owned by 71 countries and two European Union institutions, the newest shareholder being Algeria since October 2021. Despite its public sector shareholders, it invests in private enterprises, together with commercial partners. The EBRD is not to be confused with the European Investment Bank (EIB), ...
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Goldman Sachs People
Goldman is a Jewish surname. Notable people with the surname include: *Alan J. Goldman (1932–2010), American expert in operations research *Alan H. Goldman (born 1945), American philosopher * Alan S. Goldman (born 1958), American chemist *Alain Goldman (born 1961), French film producer *Allan H. Goldman (born 1943), American real estate investor * Albert Goldman, American professor and author * Albert Goldman (politician), American Trotskyist lawyer * Albina A. Goldman, philologist, professor North-Eastern Federal University (Yakutsk State University) * Allen Goldman (born 1937), American physicist * Alvin Goldman, philosopher, epistemologist * Ari L. Goldman, American journalist * Bernard Goldman (1922–2006), American art historian, married to Norma * Bo Goldman, American writer, Broadway playwright and screenwriter. * Bobby Goldman (1938-1999), American bridge player * Charles R. Goldman (born 1930), American limnologist and ecologist * Charley Goldman, boxing trainer * C ...
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Financial Economists
Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of financial economics bridges the two). Finance activities take place in financial systems at various scopes, thus the field can be roughly divided into personal, corporate, and public finance. In a financial system, assets are bought, sold, or traded as financial instruments, such as currencies, loans, bonds, shares, stocks, options, futures, etc. Assets can also be banked, invested, and insured to maximize value and minimize loss. In practice, risks are always present in any financial action and entities. A broad range of subfields within finance exist due to its wide scope. Asset, money, risk and investment management aim to maximize value and minimize volatility. Financial analysis is viability, stability, and profitability assessmen ...
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University Of Warsaw Alumni
A university () is an institution of higher (or tertiary) education and research which awards academic degrees in several academic disciplines. Universities typically offer both undergraduate and postgraduate programs. In the United States, the designation is reserved for colleges that have a graduate school. The word ''university'' is derived from the Latin ''universitas magistrorum et scholarium'', which roughly means "community of teachers and scholars". The first universities were created in Europe by Catholic Church monks. The University of Bologna (''Università di Bologna''), founded in 1088, is the first university in the sense of: *Being a high degree-awarding institute. *Having independence from the ecclesiastic schools, although conducted by both clergy and non-clergy. *Using the word ''universitas'' (which was coined at its foundation). *Issuing secular and non-secular degrees: grammar, rhetoric, logic, theology, canon law, notarial law.Hunt Janin: "The university ...
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Yale University Alumni
Yale University is a private research university in New Haven, Connecticut. Established in 1701 as the Collegiate School, it is the third-oldest institution of higher education in the United States and among the most prestigious in the world. It is a member of the Ivy League. Chartered by the Connecticut Colony, the Collegiate School was established in 1701 by clergy to educate Congregational ministers before moving to New Haven in 1716. Originally restricted to theology and sacred languages, the curriculum began to incorporate humanities and sciences by the time of the American Revolution. In the 19th century, the college expanded into graduate and professional instruction, awarding the first PhD in the United States in 1861 and organizing as a university in 1887. Yale's faculty and student populations grew after 1890 with rapid expansion of the physical campus and scientific research. Yale is organized into fourteen constituent schools: the original undergraduate colleg ...
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Polish Economists
Polish may refer to: * Anything from or related to Poland, a country in Europe * Polish language * Poles, people from Poland or of Polish descent * Polish chicken *Polish brothers (Mark Polish and Michael Polish, born 1970), American twin screenwriters Polish may refer to: * Polishing, the process of creating a smooth and shiny surface by rubbing or chemical action ** French polishing, polishing wood to a high gloss finish * Nail polish * Shoe polish * Polish (screenwriting), improving a script in smaller ways than in a rewrite See also * * * Polonaise (other) A polonaise ()) is a stately dance of Polish origin or a piece of music for this dance. Polonaise may also refer to: * Polonaises (Chopin), compositions by Frédéric Chopin ** Polonaise in A-flat major, Op. 53 (french: Polonaise héroïque, lin ... {{Disambiguation, surname Language and nationality disambiguation pages ...
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Mathematical Institute, University Of Oxford
The Mathematical Institute is the mathematics department at the University of Oxford in England. It is one of the nine departments of the university's Mathematical, Physical and Life Sciences Division. The institute includes both pure and applied mathematics (Statistics is a separate department) and is one of the largest mathematics departments in the United Kingdom with about 200 academic staff. It was ranked (in a joint submission with Statistics) as the top mathematics department in the UK in the 2021 Research Excellence Framework. Research at the Mathematical Institute covers all branches of mathematical sciences ranging from, for example, algebra, number theory, and geometry to the application of mathematics to a wide range of fields including industry, finance, networks, and the brain. It has more than 850 undergraduates and 550 doctoral or masters students. The institute inhabits a purpose-built building between Somerville College and Green Templeton College on Woodstoc ...
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Yale University
Yale University is a private research university in New Haven, Connecticut. Established in 1701 as the Collegiate School, it is the third-oldest institution of higher education in the United States and among the most prestigious in the world. It is a member of the Ivy League. Chartered by the Connecticut Colony, the Collegiate School was established in 1701 by clergy to educate Congregational ministers before moving to New Haven in 1716. Originally restricted to theology and sacred languages, the curriculum began to incorporate humanities and sciences by the time of the American Revolution. In the 19th century, the college expanded into graduate and professional instruction, awarding the first PhD in the United States in 1861 and organizing as a university in 1887. Yale's faculty and student populations grew after 1890 with rapid expansion of the physical campus and scientific research. Yale is organized into fourteen constituent schools: the original undergraduate col ...
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Warsaw University
The University of Warsaw ( pl, Uniwersytet Warszawski, la, Universitas Varsoviensis) is a public university in Warsaw, Poland. Established in 1816, it is the largest institution of higher learning in the country offering 37 different fields of study as well as 100 specializations in humanities, technical, and the natural sciences. The University of Warsaw consists of 126 buildings and educational complexes with over 18 faculties: biology, chemistry, journalism and political science, philosophy and sociology, physics, geography and regional studies, geology, history, applied linguistics and philology, Polish language, pedagogy, economics, law and public administration, psychology, applied social sciences, management and mathematics, computer science and mechanics. The University of Warsaw is one of the top Polish universities. It was ranked by '' Perspektywy'' magazine as best Polish university in 2010, 2011, 2014, and 2016. International rankings such as ARWU and University We ...
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Physics
Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which relates to the order of nature, or, in other words, to the regular succession of events." Physics is one of the most fundamental scientific disciplines, with its main goal being to understand how the universe behaves. "Physics is one of the most fundamental of the sciences. Scientists of all disciplines use the ideas of physics, including chemists who study the structure of molecules, paleontologists who try to reconstruct how dinosaurs walked, and climatologists who study how human activities affect the atmosphere and oceans. Physics is also the foundation of all engineering and technology. No engineer could design a flat-screen TV, an interplanetary spacecraft, or even a better mousetrap without first understanding the basic laws of physic ...
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Goldman Sachs
Goldman Sachs () is an American multinational investment bank and financial services company. Founded in 1869, Goldman Sachs is headquartered at 200 West Street in Lower Manhattan, with regional headquarters in London, Warsaw, Bangalore, Hong Kong, Tokyo, Dallas and Salt Lake City, and additional offices in other international financial centers. Goldman Sachs is the second largest investment bank in the world by revenue and is ranked 57th on the Fortune 500 list of the largest United States corporations by total revenue. It is considered a systemically important financial institution by the Financial Stability Board. The company has been criticized for a lack of ethical standards, working with dictatorial regimes, close relationships with the U.S. federal government via a "revolving door" of former employees, and driving up prices of commodities through futures speculation. While the company has appeared on the 100 Best Companies to Work For list compiled by ''Fortune'' ...
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