Nematrian’s Research Insights,
Intellectual Property and Teaching Resources Pages
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Publications | Intellectual property
| ERM resources | Reference library
As explained in its main introduction, the
Nematrian website contains a wide range of material to help you understand
latest developments in quantitative finance, actuarial and mathematical
The coverage of this part of the Nematrian website is
currently biased towards teaching material on Enterprise Risk Management (ERM) and
on other quantitative
finance and actuarial
topics (including material on Solvency II).
However, the website also includes material on a wide range
of purer mathematical
and physics related
topics, particularly ones that have analogues with topics in quantitative
finance (of which there are surprisingly many!), as well as some more
games, puzzles and quizzes.
This part of the website also includes information on some of
property, including material on:
(a) Approaches for
reducing runtimes (for a given level of accuracy) of simulation-based
computations of portfolio value, value-at-risk and other similar
portfolio-level metrics and of corresponding computations outside the financial
arena (using tri-segmented
Monte Carlo simulation).
(b) Approaches for
improving the efficiency of epidemiological testing (such as for Covid-19)
using group testing.
topics covered in this part of the website include material on optics, solar powered space
relativity and quantum