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Global Derivatives Trading & Risk Management Event

Addressing the latest developments with Advanced Pricing, Hedging & Risk Management of Equity
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100+ Leading Quant Finance Experts
100+ Leading Quant Finance Experts
Riccardo Rebonato Head Of Rates & FX Analytics PIMCO
Attilio Meucci Chief Risk Officer KEPOS CAPITAL
Krag “Buzz” Gregory Managing Director GOLDMAN SACHS
Vladimir Piterbarg Global Head of Quantitative Analysis BARCLAYS
World-Renowned Academics
World-Renowned Academics
John Hull Maple Financial Professor of Derivatives & Risk Management UNIVERSITY OF TORONTO
Darrell Duffie Dean Witter Distinguished Professor Of Finance, Graduate Business School STANFORD UNIVERSITY
Emanuel Derman Professor COLUMBIA UNIVERSITY
Paul Glasserman Jack R. Anderson Professor Of Business COLUMBIA BUSINESS SCHOOL
Quantitative Investment Summit
Quantitative Investment Summit
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The World's Largest Quant Finance Conference

Welcoming 500+ quants & traders from around the world

5 Full Days Of Content, 100+ 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 Conference: Cutting Edge Strategies & Practical Techniques For Advanced Derivatives Pricing, Hedging, Trading & Risk Management

Companies Attending Global Derivatives Trading & Risk Management 2014 Include:

  • EDF
  • COLLEGE LONDON
  • QUANTITATIVE BROKERS
  • THALESIANS
  • BANK OF AMERICA MERRILL LYNCH tbc
  • DANSKE BANK
  • NVIDIA
  • COURANT INSTITUTE, NYU
  • FINANCE CONCEPTS LLC
  • LLOYDS BANKING GROUP
  • UBS
  • LINARD CAPITAL
  • SOCIETE GENERALE
  • INTESA SANPAOLO
  • DEUTSCHE BANK
  • HSBC
  • OGEE GROUP
  • IMPERIAL COLLEGE LONDON
  • JP MORGAN
  • BARCLAYS
  • IASON
  • CREDIT SUISSE
  • MORGAN STANLEY
  • CBOE
  • LETTERONE TREASURY SERVICES
  • BNP PARIBAS
  • iainjclark.co.uk
  • IMPERIAL COLLEGE LONDON
  • INTESA SANPAOLO
  • GLASGOW UNIVERSITY
  • BEAR CAPITAL
  • BANCO SANTANDER
  • DEUTSCHE BANK & KING’S COLLEGE LONDON
  • UNIVERSITY OF CAMBRIDGE
  • DOMINICÉ & CO
  • KCG
  • CLOUDRISK
  • BLOOMBERG
  • ABBEY CAPITAL LIMITED
  • STANFORD UNIVERSITY
  • MUREX
  • CITI
  • BLUEBAY ASSET MANAGEMENT
  • BLACKROCK
  • PRAMERICA FIXED INCOME
  • UNIVERSITY OF WATERLOO
  • MORGAN STANLEY
  • BARUCH COLLEGE, CUNY
  • LYXOR ASSET MANAGEMENT
  • CAIXABANK
  • OXFORD-MAN INSTITUTE OF QUANTITATIVE FINANCE
  • COLUMBIA BUSINESS SCHOOL
  • FIDELITY
  • LLOYDS BANKING GROUP
  • BNP PARIBAS
  • GREEN BURGUNDY CONSULTING
  • OXFORD UNIVERSITY
  • UNIVERSITÉ PARIS DIDEROT, PARIS 7
  • BLOOMBERG
  • RAVENPACK
  • DEUTSCHE BANK
  • 36 SOUTH CAPITAL ADVISORS
  • HSBC
  • SOCIÉTÉ GÉNÉRALE
  • UNIVERSITY OF MARYLAND
  • CQS
  • JOSEPH L. ROTMAN SCHOOL OF MANAGEMENT, UNIVERSITY OF TORONTO
  • DEUTSCHE BANK
  • UNIVERSITY OF ANTWERP
  • VTB CAPITAL
  • COMMERZBANK
  • MUNICH RE
  • MORGAN
  • HSBC
  • LLOYDS BANKING GROUP
  • VERBUND
  • ALLIANZ INVESTMENT MANAGEMENT
  • ISKANDIA GROUP
  • RBS
  • UNIVERSITY OF CHICAGO
  • BARUCH COLLEGE, CUNY
  • RBC FINANCIAL GROUP
  • PGGM INVESTMENTS
  • STORY STRATEGIES
  • BANK OF AMERICA
  • BNY MELLON
  • UNIVERSITY OF OXFORD
  • ROBERT H. SMITH SCHOOL OF BUSINESS, UNIVERSITY OF MARYLAND
  • XAIA INVESTMENT MANAGEMENT
  • UNICREDIT
  • BARCLAYS
  • BBVA
  • NOMURA
  • RBS
  • ILMARINEN
  • UNIVERSITY OF HAWAII
  • BLOOMBERG
  • KKR
  • REDINGTON
  • BANCA IMI
  • NOMURA
  • CREDIT AGRICOLE
  • RWTH AACHEN UNIVERSITY
  • BANCO POPOLARE
  • CENTER FOR MATHEMATICS AND COMPUTER SCIENCE, AMSTERDAM
  • BANCA IMI
  • CITI
  • BARCLAYS
  • BANCA IMI
  • PIMCO
  • NATIXIS
  • AMATI SYSTEMATIC TRENDS FUND
  • DANSKE BANK & CEO, ANTOINE SAVINE TECHNOLOGIES
  • EDISON TRADING
  • DANSKE BANK
  • NOMURA
  • CATHOLIC UNIVERSITY OF LEUVEN
  • BANK OF AMERICA MERRILL LYNCH
  • BLUEFIN TRADING
  • COMPATIBL
  • DEUTSCHE BANK
  • BANK OF AMERICA MERRILL LYNCH
  • UNIVERSITY OF TOKYO
  • DEUTSCHE BANK
  • MUREX
  • ECOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE
  • STATE STREET ASSOCIATES
  • LAKEVIEW CAPITAL MARKET SERVICES
  • BARUCH COLLEGE, CUNY
  • UNICREDIT
  • JP MORGAN
  • CREDIT SUISSE
  • WILMOTT
  • PORTWARE LLC
  • CREDIT SUISSE

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

Now in its 22nd year, Global Derivatives brings together senior practitioners from banks, asset managers, hedge funds, pension funds, propr 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 will address topics in 4 key areas:

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

Key themes to be covered include:

Volatility:

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

XVA:

  • Efficient Calculation Of XVA
  • FVA, KVA, MVA, TVA
  • 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

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

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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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