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https://unriskinsight.blogspot.com/2015/02/negative-interest-rates-are-here-to-stay.html UnRisk Insight: Negative Interest Rates Are Here To Stay wrote Frances Coppola at Piera a few days ago. In short, QE (and interest rate cuts) of major economic players force smaller countries to c... negative interest rates are here insight stay https://unriskinsight.blogspot.com/2011/07/25-financial-institutions-in-austria.html UnRisk Insight: 2^5 Financial Institutions in Austria Selected UnRisk With the order of an UnRisk FACTORY and VaR Universe by a capital management firm UnRisk customers grew to 32 in Austria alone this week. ... financial institutions insight austria selected https://unriskinsight.blogspot.com/2010/09/how-much-wood-would-woodchuck-chuck-if.html UnRisk Insight: How Much Wood Would A Woodchuck Chuck If A Woodchuck Could Chuck Wood? From "Strategic Humor" in HBR Sep-10 . We, lumberjacks, could if we should - To Tree Or Not To Tree ;) This has a serious background, b... how much insight wood https://unriskinsight.blogspot.com/2013/11/negative-eigenvalues-in-practical.html UnRisk Insight: Negative Eigenvalues in Practical Finance Last Wednesday, I tried to focus on possible numerical difficulties when one uses a matrix that is not positive semidefinite as a correlatio... insight negative eigenvalues practical finance https://unriskinsight.blogspot.com/2014/03/industrial-mathematics-and-europe.html UnRisk Insight: Industrial Mathematics and Europe Some weeks ago, I attended the meeting of the ECMI council in Limerick. I will represent Linz for the next 4 years in this council. (It wa... industrial mathematics insight europe https://unriskinsight.blogspot.com/2013/10/apple-rolled-out-new-things-you-may-buy.html UnRisk Insight: Apple Rolled Out New Things You May Buy? First up: we make UnRisk cross platform and platform agnostic. But we also recognize that there are events, where virtually incremental impr... new things insight apple rolled may https://unriskinsight.blogspot.com/2012/11/agenda-2013-accelerate.html UnRisk Insight: Agenda 2013 - Accelerate 2012 we have released UnRisk 6 and UnRisk FACTORY 4 . It was the year of new customer segments and uses of our FACTORY based solutions as w... insight agenda accelerate https://unriskinsight.blogspot.com/2010/09/ UnRisk Insight: 09/01/2010 - 10/01/2010 The UnRisk Options for Quant Finance insight https://unriskinsight.blogspot.com/2013/10/portfolio-optimization-and-correlation.html UnRisk Insight: Portfolio Optimization and Correlation As frequent readers of our blog may have noticed 'Physics Friday' has more or less become a 'Physics Weekend' post - hope despite this som... portfolio optimization insight correlation https://unriskinsight.blogspot.com/2011/ UnRisk Insight: 2011 The UnRisk Options for Quant Finance insight https://unriskinsight.blogspot.com/2013/01/create-more-value-than-you-can-capture.html UnRisk Insight: Create More Value Than You Can Capture suggests Tim O'Reilly the media CEO and web visionary who has often spotted the future coming before the rest of us. We are a comparativel... create more you can insight value capture https://unriskinsight.blogspot.com/2014/09/switzerland-antifragile.html UnRisk Insight: Switzerland - The Antifragile Feb-2008 I reviewed an innovation project under the sixth framework program of the European Commission. Three days at the Research Institut... insight switzerland antifragile https://unriskinsight.blogspot.com/2012/09/ UnRisk Insight: 09/01/2012 - 10/01/2012 The UnRisk Options for Quant Finance insight https://unriskinsight.blogspot.com/2014/04/we-celebrate-555-posts.html UnRisk Insight: We Celebrate 555 Posts About 5 years ago the first post in UnRisk Insight was first set free into the world: the introduction of the UnRiskverse and the evolution... we celebrate insight posts https://unriskinsight.blogspot.com/2014/04/a-little-about-food-webs-and-debt-webs.html UnRisk Insight: A Little About Food Webs and Debt Webs Andreas' mathematical puzzle Goats, Wolves and Lions reminded me on a general discussion, motivated by the complexity economy thinkers... a little about food insight webs debt https://unriskinsight.blogspot.com/2013/01/the-cloud-and-grass.html UnRisk Insight: The Cloud and the Grass You know that I think virtualization and cloud computing is one of the things risk managers should be thankful for in 2013 . the cloud insight grass https://unriskinsight.blogspot.com/2015/03/why-new-regulation-will-hit-companies.html UnRisk Insight: Why New Regulation Will Hit Companies Hard... explains this post at RBS Insight. Corporates need to think carefully about how the long list of new rules will affect them, their bankin... new regulation insight hit companies hard https://unriskinsight.blogspot.com/2013/10/streamlines-impossibility-of.html UnRisk Insight: Streamlines, the Impossibility of Skateboarding and Model Calibration We continue to calculate the amount of water (per second) during the 2013 flooding. To get an impression of the water level during the 2013 ... insight streamlines impossibility skateboarding model https://unriskinsight.blogspot.com/2012/10/utope.html UnRisk Insight: UTOPE U nfortunate cos T O f P attern r E cognition. This is the cover story of the Wilmott Magazine, Jul-12 issue. Apophenia is the technical na... insight https://unriskinsight.blogspot.com/2012/09/the-worst-kind-of-pricer.html UnRisk Insight: The Worst Kind of Pricer What is the use of a financial instrument pricer that calculates significant wrong prices? Randomly over- or underprice? If we knew how much... the worst kind of insight pricer https://unriskinsight.blogspot.com/2014/12/quantitative-analysis-assures.html UnRisk Insight: Quantitative Analysis Assures I really like Diana's post of yesterday . It delves into a field where phantasies, biases, speculations bloom... I've always known it. It'... quantitative analysis insight https://unriskinsight.blogspot.com/2013/11/magic-squares-and-algorithms-for-finance.html UnRisk Insight: Magic Squares and Algorithms for Finance In my recent post Equation Solving for Kids , I introduced magic squares and reported the number of magic squares of the order 4 to be 880. ... magic squares insight algorithms finance https://unriskinsight.blogspot.com/2013/12/unrisk-financial-language-var-scenario.html UnRisk Insight: UnRisk Financial Language - A VaR Scenario Recently we have written about the UnRisk Financial Language (UFL), our asset enabling quants to program in "their language". Up to now we d... insight financial language var scenario https://unriskinsight.blogspot.com/2014/01/we-valuate-swap-on-february-5.html UnRisk Insight: We valuate THE swap on February 5. Among Austrian market participants, the so-called "Swap 4175" between "the city" and "the bank" has attracted some attention. It was entere... the swap insight february https://unriskinsight.blogspot.com/2014/09/sports-noise-amplification.html UnRisk Insight: Sports Noise Amplification Last week, I gave a talk at the Wolfram Data Summit . Since I am a physicist without any formal education in the way of data science, it has... sports noise insight amplification https://unriskinsight.blogspot.com/2013/12/the-new-unrisk-academy-event-blog.html UnRisk Insight: The New UnRisk Academy Event Blog A common cold has killed today's mathematics wednesday post. This is to inform you that the UnRisk Academy launched a Blog to present ... the new academy event insight blog https://unriskinsight.blogspot.com/2014/05/math-wednesday-at-european-wolfram.html UnRisk Insight: Math Wednesday at the European Wolfram Technology Conference 2014 Today, a short one: I am attending the final day of the EWTC 2014. I gave a talk on the City Swap in the early morning. Tom-Wickham Jones... at the technology conference insight math wednesday https://unriskinsight.blogspot.com/2011/03/multi-strategy-and-multi-method.html UnRisk Insight: Multi-Strategy and Multi-Method Some time ago, I read Aaron Brown's article in Wilmott magazine Jan-11, The Education of a Quant . Locked into a single risk model? Better... multi strategy insight method https://unriskinsight.blogspot.com/2011/12/agenda-2012-all-new-unrisk.html UnRisk Insight: Agenda 2012 - The All-New UnRisk We achieved our objectives described in the Agenda 2011 . We made the box blazingly fast and even whiter. And we continuously unleashed ou... the all insight agenda new https://unriskinsight.blogspot.com/2011/12/ UnRisk Insight: 12/01/2011 - 01/01/2012 The UnRisk Options for Quant Finance insight https://unriskinsight.blogspot.com/2013/11/with-unrisk-financial-language-quants.html UnRisk Insight: With UnRisk Financial Language Quants Get Something Really Big I am heading to the airport (to London), not able to write a post by the next wednesday. So I add one today - motivated by Stephen Wolfram's... insight financial language quants get https://unriskinsight.blogspot.com/2010/02/skyline-of-portfolio-and-risk.html UnRisk Insight: A Risky Skyline of a Portfolio? I like modern architecture and look frequently into Hayes Davidson . They run now a project that explores visual perception: How would you ... insight risky skyline portfolio https://unriskinsight.blogspot.com/2013/09/the-first-workout-in-computational.html UnRisk Insight: The First Workout in Computational Finance in London Join us for a one days workout - 30-Jan-14 at BBA's Pinners Hall in London. the first computational finance insight workout london https://unriskinsight.blogspot.com/2014/ UnRisk Insight: 2014 The UnRisk Options for Quant Finance insight https://unriskinsight.blogspot.com/2010/06/ UnRisk Insight: 06/01/2010 - 07/01/2010 The UnRisk Options for Quant Finance insight https://unriskinsight.blogspot.com/2014/03/one-reason-why-we-serve-competition.html UnRisk Insight: One Reason Why We Serve Competition It began 1997 with a workshop for a London based trading desk of a large American bank. The problem: they did not find an adequate pric... why we serve one reason insight competition https://unriskinsight.blogspot.com/2015/02/electrons-crystals-and-attoseconds.html UnRisk Insight: Electrons, Crystals and Attoseconds How long does an electron need for its way through a crystal grid ? Austrian and German physicists now answered this question with an sophis... insight electrons crystals https://unriskinsight.blogspot.com/2014/03/fourier-cosine-expansion.html UnRisk Insight: Fourier Cosine Expansion The key insight of this method lies in the close relation of the characteristic function with the series coefficients of the Fourier-cosine ... insight fourier cosine expansion https://unriskinsight.blogspot.com/2009/11/if-unrisk-was-bike.html UnRisk Insight: If UnRisk was a Bike it was most probably a YikeBike . It is rated one of the best 50 inventions of the year 2009 in Time magazine. YikeBike says: YikeBike is... insight bike https://unriskinsight.blogspot.com/2011/02/blazing-business-amazing-local-power.html UnRisk Insight: Blazing Business - Amazing Local Power UnRisk-Q . Striving for the best performance we have achieved another quite remarkable result: the calibration of a Heston model, that requi... insight blazing business amazing local https://unriskinsight.blogspot.com/2014/09/a-very-singaporean-road-sign.html UnRisk Insight: A Very Singaporean Road Sign This summer, I went to an opera event at the Salzburg Festival. Driving into Salzburg we came into a really heavy rain and hailstorm. I even... insight singaporean road sign https://unriskinsight.blogspot.com/2015/ UnRisk Insight: 2015 The UnRisk Options for Quant Finance insight https://unriskinsight.blogspot.com/2012/09/stay-creative.html UnRisk Insight: Stay Creative Cover story, Wired UK Edition, Oct-12 . Ferran Adria, world-famous chef, at the cover of a magazine about the innovators building a better w... insight stay creative https://unriskinsight.blogspot.com/2013/01/finance-is-not-medicine.html UnRisk Insight: Finance Is Not Medicine. I frequently read Mark Buchanan's Blog The Physics of Finance and I enjoy reading it and being interested in complex systems (complex econo... insight finance medicine https://unriskinsight.blogspot.com/2013/10/novel-fever-economics-prize-nod-in.html UnRisk Insight: Nobel Fever - The Economics Prize A Nod In Opposite Directions? No Nobel fever has been broken out here at UnRisk. How should it, there are so many comments from economists ..... Concentrating on Eugene... the economics https://unriskinsight.blogspot.com/2012/06/risk-management-and-innocence-of-banana.html UnRisk Insight: Risk Management and the Innocence of the Banana Peel In risk-management-illustrated articles, you often find the banana peel. This shall suggest that it is dangerous, if you don't see it on the... risk management and the insight innocence banana https://unriskinsight.blogspot.com/2012/11/unleashing.html UnRisk Insight: Unleashing ..... We have unleashed the programming power behind UnRisk. insight unleashing https://unriskinsight.blogspot.com/2013/10/all-random-with-this-matrix.html UnRisk Insight: All Random with this Matrix On our way from billiards to quantitative finance we stopped at quantum chaos in last "Physics Friday" blog post. Without going to deep into... all random insight matrix https://unriskinsight.blogspot.com/2014/04/the-freedom-of-financial-language.html UnRisk Insight: The Freedom of a Financial Language the freedom of a insight financial language https://unriskinsight.blogspot.com/2014/11/unrisk-goes-to-tampere.html UnRisk Insight: UnRisk goes to Tampere I have been invited as a speaker to the CMMP AUTUMN SCHOOL: BASICS OF ELECTRONIC STRUCTURE CALCULATIONS TAMPERE UNIVERSITY OF TECHNOLOGY,... insight goes tampere https://unriskinsight.blogspot.com/2014/10/no-chief-executive-quant-on-board.html UnRisk Insight: No Chief Executive Quant on Board? RBS has an excellent quant team. They introduce(d) innovative solutions, explain(ed) how they work at conferences, open workshops...and desc... chief executive insight quant board https://unriskinsight.blogspot.com/2013/01/11-years-of-unrisk-event-inside-summary.html UnRisk Insight: 11 Years of UnRisk Event - an Inside Summary In Do I Remember? I summarized remarkable experiences of 2012 of which our event celebrating 11years of UnRisk were one of the most insight... insight years event inside summary https://unriskinsight.blogspot.com/2013/01/model-testosterone-skews.html UnRisk Insight: Model Testosterone Skews? The article in the UK issue of Wired, Jan-13 titled "Why Men Risk It All" refers to John Coates' research on psychology and risk taking. Jo... insight model testosterone skews https://unriskinsight.blogspot.com/2009/12/step-across-border.html UnRisk Insight: Step Across the Border is the title of an experimental-music film and CD from the music professor Fred Frith ( I mentioned it in Nowhere to Run ). The following... insight step across border https://unriskinsight.blogspot.com/2013/06/ UnRisk Insight: 06/01/2013 - 07/01/2013 The UnRisk Options for Quant Finance insight