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Catch up with the latest from Global Derivatives

Global Derivatives Trading & Risk Management : The World's Largest Derivatives Conference

Annually attracting 500 senior quants, risk managers, traders and academics from all over the world. Global Derivatives is also Europe's longest-running Derivatives conference.


EXCLUSIVE: Check Out The Results Of The Industry Poll At Global Derivatives 2014. What Does The Future Of The Industry Look Like?

1. On a scale of 1 – 5 ( where 1 is ‘Not at all’ and 5 is ‘Completely’), to what extent do you think that quants were responsible for the financial crisis?
1 (Not At All!) 14%
2 38%
3 27%
4 13%
5 (Completely!) 7%

2. Increased regulation of derivatives trading is a must for the long-term survival of the derivatives markets and quantitative finance as a profession.
True 68%
False 32%

3. The most exciting opportunities for quants are now outside of the traditional realm of option pricing.
True 85%
False 15%

4. Proportionally, which sector do you think will see the biggest growth in the number of quants that it employs?
Derivatives pricing for the sell side 6%
Asset Management (including hedge funds, HFT, quant funds and institutional investors) 32%
Risk Management 32%
Insurance 23%

 


Insights From Some Of The World's Leading Practitioners & Academics In The Field Of Quantitative Finance

Just a selection of the regular speakers at Global Derivatives:

Darrell Duffie, STANFORD UNIVERSITY
Rama Cont, IMPERIAL COLLEGE LONDON
Jim Gatheral, BARUCH COLLEGE, CUNY
Jesper Andreasen, DANSKE BANK
Peter Jaeckel, VTB CAPITAL
Christoph Burgard, BARCLAYS
Philippe Balland, UBS
Fabio Mercurio, BLOOMBERG
Vladimir Piterbarg, BARCLAYS
Damiano Brigo, IMPERIAL COLLEGE LONDON
Dilip Madan, ROBERT H SMITH SCHOOL OF BUSINESS, UNIVERSITY OF MARYLAND
Paul Wilmott, WILMOTT
Bruno Dupire, BLOOMBERG
Marek Musiela, OXFORD UNIVERSITY
Leif Andersen, BANK OF AMERICA MERRILL LYNCH
Riccardo Rebonato, PIMCO
Peter Carr, MORGAN STANLEY


The Most Comprehensive Programme: 5 Full Days, 4 Streams, 120+ Speakers, 1 Investment Summit, 5 In-Depth Technical Workshops

Global Derivatives covers the latest resercah for all major asset classes - Volatility, Interest Rates, Equities, Hybrid Products, Commodities, FX - as well as newer topics, including Risk Management, Valuation Adjustments & Quantitative Investment Strategies.


Innovative Networking Opportunities to allow for ideas exchange between the most experienced and the upcoming industry members

Popular networking formats include:

Lunchtime Quant Clinics
The Rising Stars Of Quantitative Finance Showcase
Drinks Receptions
Breakfast Briefings
Check out full details here


According To Our Industry Poll, 85% Of Attendees, At Global Derivatives Believe That The Best Opportunities For Quants Lie Outside The Traditional Realm Of Options Pricing.

Global Derivatives recognises that Quantitative Finance is increasingly becoming important for new types of financial professional. The event also showcases topics such as: optimal execution, tail risk and how to hedge it, portfolio optimisation, risk management, building trading strategies, algorithmic trading and more!

Speakers include:

Sir Michael Hintze, CQS
Robert Almgren, QUANTITATIVE BROKERS
Nicolas Gaussel, LYXOR ASSET MANAGEMENT
Michael Sotiropoulos, BANK OF AMERICA MERRILL LYNCH
Attilio Meucci, KKR
Pierre Sarrau, BLACKROCK
Emanuel Burgener, ECAMOS INVESTMENT
Riccardo Rebonato, PIMCO
Stephane Lamoine, ISKANDIA GROUP
Adrien De Larrard, KCG

 

 


Dig Deeper & Get Practical Answers During Technical Workshops

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. Topics covered include: Credit Derivaties, Volatility Modelling & Trading, Computation, Multi-Curve Modelling, Risk Management and more.

For more detail, take a look here





Praise For Global Derivatives 2012

"Global Derivatives really is the industry conference that cannot be missed."
Jim Gatheral
Professor, Department Of MathematicsBARUCH COLLEGE, CUNY
"I thought the conference was extremely well organized, without the doubt a level above any I've been to before and packed with interesting speakers."
Henri Waelbroeck
PORTWARE LLC

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