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News and events

November 2015

Get to know d-fine - not as a candidate but as a consultant!
In our three days "Science in Finance" workshop, there will be lectures on Financial Mathematics , a case study and talks on our experience as a consulting practice. The workshop takes place from 4-6 November 2015 at the Schlosshotel in Kronberg, Germany. Application deadline is 7 September 2015. Click here for additonal information about the application process and the event at the Schlosshotel in Kronberg. The workshop will be held in German.

 

 

April 2015

“Financial Crisis has reached Europe: European Banks and National Budgets on the edge of the Abyss.” –  “Crisis spreading to Real Economy.” Headlines like these have reverberated through Europe for years. What started out as a banking crisis has developed into a real threat to the general European economy – even though, if risk buffers were properly dimensioned, losses which pose a substantial threat to banks should occur only once in 1000 years. Are we therefore witnessing a millennium crisis, or do we have to question the fundamentals of credit risk modeling?
Our recurring workshop „Science in Finance“ offers a small group of selected students (m/f) from scientific/mathematical disciplines the opportunity to find answers to such questions. Click here to find additional information about the application process and the event at the Schlosshotel Kronberg on April 23rd  and 24th. The workshop will be held in German.

 

 

November 2014

Stochastic integrals, Parabolic Differential Equations, Local volatility surfaces - phrases most science students know from their studies. But what do these approaches have to do with management consulting or bank balance sheets?
Our  recurring workshop "Science in Finance" offers a small group of selected students (m / f) from scientific / mathematical disciplines the possibility the chance to find an answer to this and similar questions.
You may find additional information about the application process and the event at the Schlosshotel Kronberg from November 5 to 7 here. The workshop will be held in German.

 

 

April 2014

d-fine is very pleased to invite you once again to this year's Spring workshop "Science in Finance" on 10/11 April 2013 at the Schlosshotel Kronberg (Germany). German language skills are mandatory for this workshop.

 

 

December 2013

Magnus Wobben, Tilman Huhne, Yuri Ivanov and Sebastian Hanneken recently contributed to the well-known “Cutting Edge” section of the Energy Risk magazine. Their paper addresses the impact of market incompleteness on the valuation of gas storage contracts. In contrast to prior research, their proposed valuation framework accounts for the contract owner’s individual risk preference, which endogenously determines the storage’s optimal hedge.