Certainty in an uncertain world
www.cambridge-systems.com
Leading the way
Cambridge Systems Associates (CSA) is an innovative financial consultancy and software developer. CSA’s technology leverages more than 20 years of dedicated research in probability, optimization and quantitative finance. Our creative international team, all holding advanced qualifications, applies cutting edge ideas to real-world problems
Highlights
29th April 2008 CSA's iALM developers shared the latest progress in the development of the UK Individual Asset Liability Management system (iALM) with a senior director of a major investment bank at their Portugal Place office in Cambridge
CSA principal Prof. Michael Dempster is presenting CSA's innovative ideas at three events in May 2008:
Systematic Investment and Systemic Risk, 28th April - 3rd May, Moller Centre, Cambridge - Conference for senior banking regulators from the China Banking Regulatory Commission
Portfolio Construction, 5th & 6th May (New York) and 8th & 9th May (London), RISK Training
Dynamic Pricing of CDO Tranches Using Relative Entropy, 19th - 22nd May, ICBI Global Derivatives Trading and Risk Management, Paris