Dedicated to fostering the profession of quantitative finance
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.
May 10, 2023
The IAQF Announces the Winners of the Twelfth Annual IAQF Academic Affiliate Membership Student Competition
May 10, 2023 – NEW YORK CITY – The International Association for Quantitative Finance (http://www.iaqf.org) is pleased to announce the winners of the Twelfth Annual Academic Affiliate Membership Student Competition. Twenty-four teams representing twelve academic programs submitted papers in response to this year's competition problem which focused on non-linear pairs trading. The full problem can be found on the IAQF Site here.
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IAQF Senior Fellow Spotlight
Douglas Breeden is William Priest Professor and former Dean of Duke’s Fuqua School. He served at Chicago, Stanford, North Carolina and Fischer Black Visiting Professor at MIT, winning ”Outstanding Teacher.”
Breeden published seminal research on insurance prices implicit in options, and Consumption CAPM. His “Central Bank Policy Impacts on Insurance Prices,” won Q-Group’s Roger Murray Prize and was presented globally to central banks.
Breeden was elected to the AFA Board and lifetime Fellow. The IAQF named Breeden “Financial Engineer of the Year.”
Breeden holds a Stanford Ph.D., and S.B. from M.I.T., was Co-founder of Smith Breeden and on Commonfund’s Board.