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besanson
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I am a generalist professional specializing in the intersection of major subjects like finance, economics, math, computer science and law, with a particular emphasis on business developments. This unique mixture allows me to look at matters in both a dynamic and balanced way with a touch of... More
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Quantitative Finance Club
  • Video: Back To The Future (3 Min) Gaussian Copula

    In this episode of Fun & Finance (http://funandfinance.tv/), we went back to the year 1989 (VHS era), to watch a newscast about the future in risk/portfolio management: Copulas (specially the Gaussian Copula.

    A little bit of humor... or not..

    https://vimeo.com/73402247

    (click to enlarge)

    Sep 01 7:53 PM | Link | Comment!
  • Video: “The Pure Quant´S Era Is Over?” (3 Min)

    In this Episode of Fun & Finance, mimicking Saturday Night Live weekend update´s sketch, Marco Avellaneda explains:

    What was the Quant´s image after the Crisis?

    Where the quants profession going?
    Hope you enjoy it

    LINK VIDEO

    Best
    Gaston
    http://funandfinance.tv

    (click to enlarge)

    Jun 30 7:46 PM | Link | Comment!
  • Video: Frontier Markets. Argentina And Central Asia

    Fun & Finance 3rd season 2nd episode: in this 8 minutes episode -along Clemente Cappello from London- we talk about:

    +What is a frontier market?

    +The importance of rule of law

    +It is easier to obtain alpha in frontier markets than in other markets?

    +What is the region´s effect on these markets?

    https://vimeo.com/67436837

    (click to enlarge)

    Best

    Gaston

    PS: If you want to see other videos, visit http://funandfinance.tv/

    Jun 04 2:10 AM | Link | Comment!
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