RIVACON News

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    2016

    September 26th, 2016:
    Paper on Local Correlation Model published.

    May 29th, 2016:
    Paper on Calibration of Hybrid Market Models published.

    May 22nd, 2016:
    Paper on Forward Fitting to Quotes of American Options published.

    2015

    October 11th, 2015:
    Paper on Gap Risk Management published.

    September 1st, 2015:
    Launch of new website for frontmark GmbH.

    2014

    November 28th, 2014:
    RIVACON acts as co-founder of frontmark GmbH.

    June 2014:
    RIVACON supports a utlity company in the implementation of a C++-library for energy derivatives.

    2013
    December 2013:
    RIVACON is pleased to announce that Dr. Bernd Engelmann joined RIVACON as managing partner.

    September 2013:
    RIVACON offers an internship in the field of software development (Link to job description).

    May 2013:
    In cooperation with Bloomberg, RIVACON held a seminar on "Target Volatility and Risk-Control-Indices" in Frankfurt on May 17 and in Munich on May 18. The presentation can be downloaded here.

    February 2013:
    RIVACON managing partner Dr. Christian Menn is appointed as a full professor for quantitative methods at University of Applied Sciences in Mainz.

    2012
    December 2012:
    The IDC AG starts with RIVACON a project for valuation and risk assessment of structured equity derivatives.

    December 2012:
    Lecture on "Models in Energy Markets" at GARP Chapter Meeting in Sydney. The presentation can be downloaded here.

    July 2012:
    RIVACON launches project to market-consistent valuation of cargo ships.

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    News

      January 2017
    Dr. Sascha Engelbrecht is joining RIVACON
    as managing partner
     
      September 2016
    Paper on Local Correlation Model
     
      May 2016
    Paper on Calibration of Hybrid Market Models
     
      all news  

     

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