Welcome to IAFE

The IAFE 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. Founded in 1992, the IAFE is composed of individual academics and practitioners from banks, broker dealers, hedge funds, pension funds, asset managers, technology firms, regulators, accounting, consulting and law firms, and universities across the globe.

Financial Engineering Today

Richard Roll named 2009 IAFE/SunGard Financial Engineer of the Year

SunGard (http://www.sungard.com) and the International Association of Financial Engineers today announced that Richard Roll, Japan Alumni Chair in International Finance at the UCLA Anderson School, has been named the 2009 IAFE/SunGard Financial Engineer of the Year (FEOY). The award will be presented to Dr. Roll on February 4, 2010, at the New York Stock Exchange in New York City, during the IAFE/SunGard FEOY Award Gala Dinner.

click here for full announcement

Presentation slides and video of the recent IAFE Event - Retooling Risk Management: How Practitioners Have Changed Things Since the Crisis Started is now available in the members area.

Presentation slides from Darrell Duffie's talk on policy issues facing the market for credit derivatives are available by clicking here.

Click here to view Darrell Duffie's paper on policy issues and credit derivatives. Click here to view Darrell Duffie and Haoxiang Zhu's paper on central clearing counterparty.

Presentation slides from the IAFE event, The Economics of Estimated Future Receivables and Payables of OTC Derivatives, are available here for IAFE members.

Videos from the 2008 Annual Conference: Investing Through Volatile Markets, are available here for IAFE members.

Videos from the 2008 "How I Became A Quant" panels in New York, Berkeley, and Chicago are available for members. Click here to log in.

The book "How I Became A Quant: Insights from 25 of Wall Street's Elite", based on the popular IAFE panels, will be released in July of this year. All royalties go to the Fischer Black Memorial Foundation.
Click here to learn more about the book.

Read Emanuel Derman's review in the Wall Street Journal of the book "How I Became a Quant: Insights from 25 of Wall Street's Elite" here.