This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

QuantMinds International
18 - 21 November 2024
InterContinental O2London

Peter Jaeckel
Professional Quant at Independent
Speaker

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

    11:45