Events

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We have recently launched a series of unique events for the quantitative finance community. For more information, please see The Thalesians Quantitative Finance Seminars page.

Key

  • OUR EVENT — an event organised by the Thalesians.
  • AFFILIATED EVENT — an event organised by our friends, partners, and affiliates.
  • RELEVANT EVENT — an interesting event organised by others that we, the Thalesians, find interesting and relevant.

Upcoming

This page is currently out-of-date. Please see The Thalesians Quantitative Finance Seminars.

Past

Speaker: Prof. Sir Michael Brady FRS FENG, BP Professor of Information Engineering, Keble College, University of Oxford.
Synopsis: In this year's prestigious Turing Lecture, Professor Sir Michael Brady will explore this very question, drawing on the experience of his 20 years work at Oxford University.
Summarising his knowledge in the areas of mobile robotics, computer vision, signal processing, medical image analysis and artificial intelligence, he will then examine what information engineering really means and the possibilities for the future of this field.
Book now.
Synopsis: Joining us is James Gardner, the Head of Innovation and Research at Lloyds TSB. He will talk a bit about the book he has got coming out soon and tell us some amusing anecdotes about medieval banking datacentres and internal bureaucracy.
Synopsis: Finance professionals worldwide use MATLAB and the MathWorks suite of financial tools to conduct research, rapidly prototype algorithms, and develop financial models for various financial purposes such as portfolio management, risk management, trading, credit evaluation, econometric measurement and insurance modelling.
This seminar is designed to provide delegates with an understanding of the functionality and benefits provided by the MATLAB financial modelling environment. It is relevant to all interested in quantitative analysis, whether existing MATLAB users or those interested to see how MATLAB can support their projects.
Synopisis: In More Effective C#, Microsoft C# MVP and Regional Director Bill Wagner introduces fifty brand-new ways to write more efficient and more robust software. This all-new book follows the same format as Wagner's best-selling Effective C# (Addison-Wesley, 2005), providing clear, practical explanations, expert tips, and plenty of realistic code examples.
Wagner shows how to make the most of powerful innovations built into Microsoft's new C# 3.0 and .NET Framework 3.5, as well as advanced C# language capabilities not covered in his previous book. Drawing on his unsurpassed C# experience, the author reveals new best practices for working with LINQ, generics, metaprogramming, and many other features. He also uncovers practices that compromise performance or reliability and shows exactly how to avoid them.
  • Books Bloch.jpg
    RELEVANT EVENT — 28 May 2008: The second edition of Effective Java has come out. This is probably one of the best books ever written on Java. The new edition covers Java 6. It has also been substantially expanded.
Synopsis: Effective Java is an explicit (and acknowledged) homage to Scott Meyer's Effective C++. Josh Bloch shares the programming practices of the most expert Java programmers with the rest of the programming community. Distilling the habits of experienced programmers into 50 short stand-alone essays, Bloch has laid out the most essential and effective Java rules, providing comprehensive descriptions of techniques. The essays address practical problems that all Java programmers encounter, presents specific ways to improve programs and designs, and also shows how to avoid traps in Java programming. An enormously useful book, each essay contains top notch code examples and insightful "war stories" that help capture the students' attention.
Synopsis: Do you want easy access to the latest methods in scientific computing? This greatly expanded third edition of Numerical Recipes has it, with wider coverage than ever before, many new, expanded and updated sections, and two completely new chapters. The executable C++ code, now printed in colour for easy reading, adopts an object-oriented style particularly suited to scientific applications. Co-authored by four leading scientists from academia and industry, Numerical Recipes starts with basic mathematics and computer science and proceeds to complete, working routines. The whole book is presented in the informal, easy-to-read style that made earlier editions so popular. Highlights of the new material include: a new chapter on classification and inference, Gaussian mixture models, HMMs, hierarchical clustering, and SVMs; a new chapter on computational geometry, covering KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres; interior point methods for linear programming; MCMC; an expanded treatment of ODEs with completely new routines; and many new statistical distributions. For support, or to subscribe to an online version, please visit www.nr.com.
Synopsis: Reliable data analysis is one of the hardest tasks in sciences and social sciences. Often misleading and sometimes puzzling results arise when the analysis is done without regard for the special features of the data. In this lecture, I will focus on designing new statistical tools to deal with some prominent questions in Finance and Economics. In particular, I will talk about the following. (1) How to characterize the randomness of variables, motivated by a problem in the pricing of financial options. (2) Uncovering the relation between interest rates on different maturities, now and in the future; the "term structure of interest rates". (3) Modelling the unconventional nonlinear long-memory dynamics that arise from a general-equilibrium economic model, and their implications for exchange rates, stock market indexes, and all macroeconomic variables; with recommendations for trading in financial markets, but also for the design of macroeconomic stabilization policies by governments.
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