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International Association for Quantitative Finance

Courant Institute of Mathematical Sciences, New York University



The IAQF is a not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field. Founded in 1992, the IAQF is composed of individual academics and practitioners from banks, broker dealers, hedge funds, pension funds, asset managers, technology firms, regulators, accounting, consulting and law firms, and universities across the globe.

Through frank discussions of current policy issues, sponsoring programs to educate the financial community and recognizing the outstanding achievements in the field, the IAQF acts as a beacon for the development of quantitative finance. Throughout its history, the IAQF´s pre-eminent leadership has positioned us to respond with savvy to the evolving needs of the financial engineering community. The IAQF´s programs - from our area-specific committees to our monthly panel discussions to the Financial Engineer of the Year Award - are designed to provide our membership with uniquely valuable activities to enhance their work in the field and opportunities to network and socialize with their colleagues. For more information, please visit www.iaqf.org.

COURANT INSTITUTE, New York University

The Courant Institute of Mathematical Sciences at New York University is a unique institution where applied mathematics, pure mathematics, and scientific computing coexist and interact. The Institute is a national center of excellence in the mathematical sciences, ranked as the number one applied mathematics institute in the world. Its special strengths include financial mathematics, partial differential equations, stochastic processes, applied mathematics, and scientific computing. NYU's Mathematics in Finance Masters Program takes advantage of the university's unique scientific resources and its location in the heart of New York City. The program is highly selective, graduating about 35 full-time and 15 part-time students each year. In the last years, the program has expanded its buy and sell side curriculum, including new courses covering advanced econometrics, risk and portfolio management, algorithmic trading, energy derivatives, high-frequency finance, mortgage-backed securities, and interest-rate and credit models.


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