International Association for Quantitative Finance
The International Association for Quantitative Finance (IAQF) , until 2012 International Association of Financial Engineers (IAFE), is a non-profit organization for the promotion of financial engineering. It was founded in 1992 and organizes panel discussions with academics and representatives from the financial industry several times a year, except in New York City, for example in San Francisco , Toronto , Boston and London . Their one-day annual conference will take place at the end of April.
Through their FBMF (Fischer Black Memorial Foundation) further education events are organized for students in order to compensate for the sometimes insufficient coverage in university courses. You organize the lecture series “How I became a Quant” (for Quantitative Finance) at universities and are co-organizers (with Society for Industrial and Applied Mathematics (SIAM) and New York University ) of a very influential annual career fair in New York.
Its board of directors has 15 members. The IAQF has six committees: "Credit Risk", "Education", "Investor Risk", "Liquidity Risk", "Operational Risk" and "Technology"
Financial Engineer of the Year (FEOY)
IAFE / IAQF has been awarding the "Financial Engineer of the Year" (FEOY) prize every year since 1993, which is celebrated with a gala dinner in the United Nations Building. The laureate will give a speech at the following annual conference. Myron S. Scholes received the Lifetime Achievement Award in 2001.
Prize winners:
- 1993: Robert C. Merton
- 1994: Fischer Black
- 1995: Mark Rubinstein
- 1996: Stephen A. Ross
- 1997: Robert A. Jarrow
- 1998: John C. Cox
- 1999: John C. Hull
- 2000: Emanuel Derman
- 2001: Andrew W. Lo
- 2002: Jonathan E. Ingersoll, Jr.
- 2003: J. Darrell Duffie
- 2004: Oldrich A. Vasicek
- 2005: Phelim Boyle
- 2006: James H. Simons
- 2007: Jack Treynor
- 2008: Robert Litterman
- 2009: Richard Roll
- 2010: Peter Carr
- 2011: Robert F. Engle
- 2012: Robert Litzenberger
- 2013: Douglas T. Breeden
- 2014: Martin Leibowitz
- 2015: Eduardo Schwartz
- 2016: Hayne Leland
- 2017: Michael Brennan
- 2018: Francis Longstaff
- 2019: Cliff Asness
Web links
Individual evidence
- ↑ Robert Engle receives 2011 IAFE / SunGard Financial Engineer of the Year Award at opalesque.com; Retrieved January 8, 2012
- ↑ Robert Litzenberger Selected as the Recipient of the 2012 IAFE / SunGard Financial Engineer of the Year Award ( Memento of the original from January 15, 2013 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. at sungard.com; Retrieved December 21, 2012
- ↑ Vita
- ^ Martin Leibowitz Selected as the Recipient of the 2014 IAQF / SunGard Financial Engineer of the Year Award.
- ^ Eduardo Schwartz Selected as the Recipient of the 2015 IAQF / SunGard Financial Engineer of the Year Award. In: iaqf.org. Retrieved November 24, 2015 .
- ^ Hayne Leland Selected as the Recipient of the 2016 IAQF / Northfield Financial Engineer of the Year Award. In: iaqf.org. Retrieved December 2, 2016 .
- ^ Michael Brennan Selected as the Recipient of the 2017 IAQF / Northfield Financial Engineer of the Year Award. In: iaqf.org. Retrieved December 13, 2017 .
- ^ Francis Longstaff Selected as the Recipient of the 2018 IAQF / Northfield Financial Engineer of the Year Award. In: iaqf.org. December 6, 2018, accessed December 10, 2018 .
- ↑ Cliff Asness Selected as the Recipient of the 2019 IAQF / Northfield Financial Engineer of the Year Award. In: iaqf.org. December 18, 2019, accessed December 18, 2019 .
