quant research ranking ?

Bboy · September 10th, 2002, 4:30 pm

Is the best research carried out at the big ibanks or rather at the academic institutions ?Any top 3 lists for credit derivatives quant teams ?And a question on the assumption I made for question 2:is it rather solitary research work, or really "goal oriented" teams with a bit of hierarchy according to experience ?Thank you,Bboy

Anton · September 10th, 2002, 4:55 pm

Hello Bboy, How can you quantify the "best research"? It depends on what are your aims, and these signifcantl different between the industry and the academy. Anton

Bboy · September 11th, 2002, 5:42 pm

ok, ok, let me clarify,I was thinking in terms of "money generating" research, which complies to the "knowledge is power" cliche. The kind of insights and knowledge which gives a player in the market an edge over other market participants, e.g. state-of-the-art pricing models, forecasting models, etc? The models which describe real world financial data in the best possible way.Cheers,Bboy

MathFinance · September 12th, 2002, 4:55 am

My reply is almost certainly useless, but Darrell Duffie and Ken Singleton at Stanford University have published a lot of material in this and related areas. Just in case you are curious about their work:Duffie (with link to personal homepage):http://gobi.stanford.edu/facultybios/bi ... 9Singleton (once again, with a link to his personal homepage):http://gobi.stanford.edu/facultybios/bio.asp?ID=154