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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Leif Andersen
Global Co-Head Of Quantitative Strategies Group at Bank of America


Leif B. G. Andersen is the Global Co-Head of The Quantitative Strategies & Data Group at Bank of America, and is an adjunct professor at NYU’s Courant Institute of Mathematical Sciences and at CMU’s Tepper School of Business. He holds MSc's in Electrical and Mechanical Engineering from the Technical University of Denmark, an MBA from University of California at Berkeley, and a PhD in Finance from Aarhus Business School. He was the co-recipient of Risk Magazine’s 2001 and 2018 Quant of the Year Awards, and has worked for 30 years as a quantitative researcher in the global markets area. He has authored influential research papers and books in all areas of quantitative finance, and is an Associate Editor of Journal of Computational Finance and Mathematical Finance.

Agenda Sessions

  • Ancient-school comp finance: theta-method finite differences for American options and callables – for real