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Global Derivatives Trading & Risk Management Event

Addressing the latest developments with Advanced Pricing, Hedging & Risk Management of Equity
100+ Quant Experts Included
100+ Leading Quant Finance Experts
Unmissable Guest Speakers
Invaluable Insights From Unmissable Guest Speakers
The World's Largest Quant Finance Conference

Welcoming 500+ quants & traders from around the world

5 Full Days Of Content, 130+ Sessions

Choose from 12 streams, whole-day in-depth technical workshops & a pre-conference summit on quantitative investment strategies

Beyond Derivatives Pricing

Global Derivatives combines the most comprehensive programme of talks with unique opportunities to network and exchange ideas

Over 25 Hours Of Networking

Global Derivatives offers the opportunity to meet & learn from hundreds of senior quants from a wide range of firms

The World's Leading Quantitative Finance Event: Derivatives Pricing, Regulation, Risk Management, Quant Investment Strategies & Algorithmic Trading

Companies That Attended Global Derivatives Trading & Risk Management 2015 Included:

  • ABN AMRO Bank N.V.
  • Alllianz Investment Management
  • Amundi
  • Aspect Capital Limited
  • ATP
  • Automated Trader Ltd
  • AXA Investment Managers
  • Axioma
  • Banca Intesa Sanpaolo
  • Bank of America Merrill Lynch
  • Bank Vontobel AG
  • Barclays
  • BNP Paribas
  • BNP Paribas Fortis NV Cost Center: 80104
  • CentroCredit Bank
  • Citi
  • Citibank
  • Commerzbank AG
  • Courant Institute, NYU
  • CQS
  • Credit Suisse Securities Europe Ltd
  • Daiwa Capital Markets Europe Ltd
  • Danske Bank
  • d-fine GmbH
  • Exane Derivatives
  • Falkstenen AB Magyarországi Fióktelepe
  • Federis Gestion d'Actifs
  • FMS-SG
  • Free University Of Amsterdam
  • Handelsbanken Capital Markets
  • Hardcastle Trading AG
  • Helaba Landesbank Hessen-Thueringen
  • Horizon Software
  • IBS Capital
  • Imperial College London
  • ING
  • ING Bank
  • Investec Bank plc
  • Johannes Kepler University
  • JP Morgan
  • Landesbank Baden-Württemberg
  • LBBW
  • Leonteq Securities AG
  • LetterOne Treasury Services
  • LIST SpA
  • lucht probst associates gmbh
  • Mediobanca
  • Misys
  • Mitsubishi UFJ Morgan Stanley Secur
  • Morgan Stanley
  • Natixis
  • Nektar Asset Management AB
  • Nordea
  • Numerix
  • Oesterreichische Kontrollbank AG
  • Ontario Teachers Pension Plan
  • Ontario Teachers' Pension Plan
  • Optiver Services BV.
  • Orwell Capital
  • Paloma Partners
  • Parallax Volatility Advisers, LP
  • PFA Pension
  • Quantitative Risk Management
  • Rabobank London
  • Rand Merchant Bank a Division of FirstRand Bank Limited
  • Renshaw Bay LLP
  • RWE Supply & Trading GmbH
  • Sberbank CIB
  • Siam Commercial Bank PCL
  • Simplex Inc
  • Societe Generale Paris
  • SunGard
  • Super Derivatives
  • Swedbank AB Business Backoffice
  • Thalesians Ltd.
  • The Parallax Fund
  • The Standard Bank of South Africa Limited
  • UCLA Anderson School of Management
  • University of Amsterdam
  • University of Amsterdam Faculty of Economics and Business
  • University of Oslo
  • Vienna Graduate School of Finance
  • Vivat verzekeringen
  • Wells Fargo
  • Wells Fargo Securities
  • Yonsei University
  • Zürcher Kantonalbank

What Topics Were Covered At Global Derivatives Trading & Risk Management 2015?

Global Derivatives 2015 brought together senior practitioners from banks, asset managers, hedge funds, pension funds, prop trading firms, private equity firms, exchanges as well as academics and regulators to discuss the key issues facing quants all over the world.

The event addressed topics in 4 key areas:

  • Derivatives Pricing
  • Regulation, Risk Management & Capital Optimisation
  • Quantitative Investment Strategies & Portfolio Optimisation
  • Algorithmic Trading

Key themes covered included:


  • Volatility Parameterisation
  • Fractional Volatility Models
  • Volatility Estimation
  • Forward Volatility 


  • Efficient Calculation Of XVA
  • Pricing, Trading & Risk Managing XVA In Practice 

Quantitative Investments & Algorithmic Trading:

  • Optimal Execution
  • Rates eTrading
  • Systemic Trading Strategies For FX Options

Fixed Income:

  • Calculating Risk Neutral & Real World Distributions
  • Excess Returns In The Fixed Income World
  • Interest Rate Volatility Modelling
  • Understanding The Correlation Structure In CDS

Regulation & Risk Management:

  • Regulatory Capital Optimisation
  • Central Clearing
  • Margin Modelling & Collateral Optimisation
  • Prudent Valuation & Additional Valuation Adjustments

Option Pricing:

  • Pricing Discrete Barrier Options As Geometric Objects
  • Incremental Vs Stand-Alone Pricing
  • Nonlinear Option Pricing
  • Historical Anomalies In FX Option Pricing

For more details, please contact Stephen Ashiotis on sashiotis@icbi.co.uk

Download Latest Information Now

(updated 23 November 2015)

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Academic Discounts

If you are a full-time academic, we would like to invite you to attend Global Derivatives for the reduced fee of £500!

To take advantage of this offer, please contact Marie Houghton on mhoughton@icbi.co.uk

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