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Global Derivatives Trading & Risk Management Event

Addressing the latest developments with Advanced Pricing, Hedging & Risk Management of Equity

The World's Largest Quant Finance Conference
Annually attracting 500 senior quants, risk managers, traders and academics from all over the world, Global Derivatives is the world's largest and longest running quant finance conference.

Just some of the firms that participation in 2015 included: AHL, APG, Assenagon Asset Management, Banca IMI, Bank Of America Merrill Lynch, Barclays, Bloomberg, BNP Paribas, Cardano, Citigroup, Columbia University, Commerzbank, Courant Institute, NYU, Credit Suisse, Deutsche Bank, Eurizon Capital, Federal Reserve Board, Goldman Sachs, HSBC, Imperial College London, JP Morgan, KKR, LetterOne, Lloyds Banking Group, Lyxor Asset Management, Natixis, Nomura, PIMCO, Royal Bank Of Canada, Royal Bank Of Scotland, Santander, Société Générale, UniCredit, Verbund Trading, Wells Fargo, XAIA Investment Management

Over 25 Hours Of Networking Opportunities
Each year, Global Derivatives enables attendees to meet and learn from hundreds of senior quants from a broad range of industries, from all over the world.

Popular networking formats include:

  • Meet The Speaker Lunchtables
  • Drinks Receptions
  • The Rising Stars Of Quantitative Finance Showcase
  • Breakfast Briefings

Unmissable Guest Speakers
Global Derivatives 2015 gained invaluable market insights from our stellar line-up of guest speakers including Darrell Duffie, Emanuel Derman, world-renowned economist Willem Buiter, leading behavioural finance thinker Hersh Shefrin and geopolitical risk expert Bronwen Maddox.

Darrell Duffie   Darrell Duffie, Dean Witter Distinguished Professor Of Finance, STANFORD UNIVERSITY
Darrell Duffie is a member of the Financial Advisory Roundtable of the Federal Reserve Bank of New York, a Fellow and member of the Council of the Econometric Society, a Research Fellow of the National Bureau of Economic Research, a Fellow of the American Academy of Arts and Sciences, and a member of the board of directors of Moodys Corporation.

Prof. Duffie will be discussing his latest research on XVA.


Emanuel Derman   Emanuel Derman, Professor, COLUMBIA UNIVERSITY & Co-Head Of Risk, PRISMA CAPITAL PARTNERS
Emanuel Derman directs the program in financial engineering at Columbia University. He started out as a theoretical physicist before moving to AT&T Bell Laboratories where he developed programming languages for business modeling. From 1985 to 2002 he worked on Wall Street where he co-developed the Black-Derman-Toy interest rate model and the Derman-Kani local volatility model. He is the author of Models.Behaving. Badly: Why Confusing Illusion with Reality Can Lead to Disasters, On Wall Street and in Life, and My Life As A Quant.

Prof. Derman will be providing a look at some new systemic risks in finance & beyond.


Hersh Shefrin   Hersh Shefrin, Mario L. Belotti Professor Of Finance, SANTA CLARA UNIVERSITY
Hersh Shefrin is one of the pioneers in the behavioral approach to economics and finance. CFO magazine described him as one of the academic stars of finance. An article in the American Economic Review listed him as one of the top fifteen economic theorists to have influenced empirical work. J.P. Morgan Chase recognized his behavioral finance book Beyond Greed and Fear as one of the top ten books published since 2000.

Prof. Shefrin will be discussing Investors’ Judgments, Sentiment & Derivatives.


Willem Buiter   Willem Buiter, Global Chief Economist, CITIGROUP
One of the world’s most distinguished macro economists, Willem Buiter was previously Professor of Political Economy at the London School of Economics and is a widely published author on economic affairs. Between 2005 and 2010, he was an advisor to Goldman Sachs. Prior to this, Willem was Chief Economist for the European Bank for Reconstruction & Development and a founder external member of the Monetary Policy Committee of the Bank of England. He was awarded the CBE in 2000 for services to economics.

Prof. Buiter will be discussing Rates, Recovery & The Global Economic Outlook.


Bronwen Maddox   Bronwen Maddox, Editor & Chief Executive, PROSPECT MAGAZINE
Formerly an investment banker, Bronwen Maddox is Editor and Chief Executive of Prospect magazine, a leading current affairs and culture title based in the UK. Previously, she was Chief Foreign Commentator of The Times and was also the paper’s Foreign Editor between 1999 and 2003, during which time she supervised the paper’s coverage of the Kosovo war, the Sierra Leone war, the second Palestinian intifada, and September 11. From 1996 to 1999, she was The Times’ US Editor and Washington Bureau Chief. Before becoming a journalist, Bronwen was a Director at Kleinwort Benson Securities for five years.

Bronwen will be discussing Assessing Geopolitical Risk Hotspots Around The World: The Big Trends Shaping The World In The Coming Years.


Dig Deeper & Get Practical Answers During Technical Workshops
Attending one of our full-day workshops offers you the perfect opportunity to learn practical solutions to key challenges facing your firm from senior practitioners and academics. Attendees in 2015 were able to choose from workshops addressing interest rates, XVA, non-linear pricing, AAD & regulatory capital.

Our workshops are in-depth, classroom-based learning sessions led by world-renowned experts in that field.  Workshops are run in small groups so that each participant can receive one-on-one attention and provide the perfect opportunity to ask questions, gain real understanding of some complex topics and learn concrete solutions to problems you face every day in your role that you can implement as soon as you are back in the office.

Workshops in 2015 included:

Monday 18th May:
•    John Hull
on Interest Rates
•    Mike Giles, Uwe Naumann & Luca Capriotti
on Adjoint Algorithmic Differentiation

Friday 22nd May:
•    Andrew Green & Chris Kenyon
on XVA Pricing
•    Pierre Henry-Labordere & Julien Guyon
on Nonlinear Option Pricing
•    Massimo Morini & Marco Bianchetti
on Modelling & Validation for Capital & Prudential Value

Download Latest Information Now

(updated 10 October 2015)

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

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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