- Open innovation, gaining and sharing knowledge, partnering and unleashing the programming power behind UnRisk will became a major driver of our business
- Risk management has no size and reverse innovation - deliver big-system-for-the-small first - is a success factor
- The name of newUnRisk will be UnRisk
- Cross-polination is indispensable - mathematics cross-sectoral, from blast furnaces and telescopes to structured financial products experiences enabled us making UnRisk engines blazingly fast and implementing powerful mathematical schemes on smart devices
- Our sales principle is called Insight Selling - serve customers individually whilst driving generic technologies, generalize requirements of many customers, sell solutions, know-how packages and development environments.
- Market regimes will bring normally distributed short rate models to life again - and that the worst kind of pricer is one that does not process negative interest rates
- (Markowitz') Diversification does not work - because correlations change with market dynamics. The worst type of optimizer ...
- The Happy Birthday to Us (11 Years of UnRisk) event did not only pay by the distinguished speakers and delegates it helped us take our organization into the future - we know it, mathematical-finance difference does matter, as well as implementing HPC in minimalist infrastructure ... but it was great to see it live
- Our decision: building systems of loosely coupled interacting modules will help to avoid the Tight-Integartion Trap (the danger of tightly coupled complex systems)
- The complex CVA/DVA bilateral treatment in risk management and pricing are computationally so demanding that the valuation engines need to be inherently parallel
- UnRisk-Q on Mathematica 9 seats will now support eight computational kernels (instead of 4)
Do I Remember?
Today a year ago, where stood I, what do I know now that I didn't …?