What's new at RIVACON?


    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.


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

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


    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.

    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.

    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.

      Contact us:
    +49 6007 - 917 693


      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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