Quantitative Finance
Our team members draw upon industry and academic experience to provide expertise to investment professions and on litigation matters.
Valuing complexity.
Investment products become more complex each year. Berkeley Research Group’s Quantitative Finance team can value complex securities and derivatives, understand the risks of securities, and review market conduct of Wall Street traders, hedge funds, and portfolio managers. The team has access to common models and can develop bespoke models to address potential issues.
Our team members draw upon industry and academic experience to provide expertise to investment professions and on litigation matters.
Related Services
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Publication
What the Chicago Cubs Reveal about Binomial Trees and What Binomial Trees Reveal about Baseball
December 1, 2015
Publication
Implementing Algorithms to Measure Common Statistics
November 19, 2015
Publication
A Look at a Defensive Equity Investment
October 7, 2015
Publication
Implementing a Monte Carlo Simulation: Correlation, Skew, and Kurtosis
September 2015
Publication
Implementing a Trinomial Convertible Bond Pricing Model
September 7, 2015
Publication
Implementing the Hull-White Trinomial Term Structure Model
August 31, 2015
Publication
Exploring Hedge Fund Transparency
August 15, 2014
Publication
Estimating Least Squares Growth Rates on Negative Data
September 15, 2013
Our industry knowledge is broad and deep.
BRG combines intellectual rigor with practical, real-world experience. We have an in-depth understanding of industries and markets, with expertise spanning the major sectors of the global economy. Following are some of the many sectors that we know inside and out.