Peter JaeckelProfessional Quant at IndependentSpeaker
Profile
Peter Jäckel received his D. Phil. in Physics from Oxford University in 1995. He moved into quantitative analysis and financial modelling in 1997, and has since worked at Nikko Securities, NatWest, Royal Bank of Scotland, Commerzbank Securities, ABN AMRO, VTB Capital [London], and at VTB (Europe) SE [Frankfurt]. He now works as an independent consultant under the company name OTC Analytics. Peter is the author of the book "Monte Carlo methods in finance" (2002) and a series of articles on financial mathematics and derivatives models some of which can be found at http://www.jaeckel.org. He is also a Managing Editor of Quantitative Finance and a lecturer at the Certificate of Quantitative Finance programme.
Agenda Sessions
Gaussian Kissing: Meshless not Pointless
, 11:45View Session