Leland's Lost Theorem
A prize is offered to the first LQG member to provide a proof or disproof of Leland's Lost Theorem:
The expected return of a portfolio comprimising a bond and a vanilla call option is the highest of any unleveraged path-independent strategy, assuming the same level of downside protection.
LQG will award £100, which Jason MacQueen will personally match with £100, to give a total prize of £200. The winner will be announced on this site.
Evening Seminar
THE STRUCTURE OF RISK MODELS
JASON MACQUEEN
R-SQUARED RISK MANAGEMENT
Monday 30 January 6.30pm
BlackRock
12 Throgmorton Street London EC2N 2DL
Attendance is free.
Royal Institution 14-10 Club
London Quant is delighted to announce its affiliation with the Royal Institution's 14-10 Club. The 14-10 Club hosts evening seminars aimed at the interests of graduates of maths and science disciplines now working in the City who are keen to stay in contact with issues current in their area of study. Events are held regularly at the RI in Albemarle Street, Mayfair. Visit www.rigb.org/14-10club for the latest upcoming events.
Why register?
Its free and you are automatically notfied of upcoming LQG events.
Click here to register
Why become a member?
You get:
Advance notice of LQG events.
Discounted attendance fees.
Online access to papers from LQG events and LQG research
Click here for more details on types of membership and becoming a member
The London Quant Group is a not-for-profit organisation that aims to provide a forum for the presentation and discussion of practical, quanitative investment ideas. It achieves this with a series of Evening Seminars in London together with a one and a half day Spring Seminar in London and a two and a half day Autumn Seminar in Oxford or Cambridge.