Our 2012 conference attracted 450 senior quants, risk managers, traders and academics from all over the world.

With 5 days of content, over 120 speakers, 100 sessions over 12 streams, 5 separately-bookable workshops and a stand-alone summit, we cover more than any other derivatives conference. Global Derivatives is the only event to cover the latest advances in pricing, hedging and trading derivatives across all asset classes.

• The Valuation Of Credit Derivatives led by
  John Hull, Maple Financial Professor Of Derivatives & Risk Management, JOSEPH L. ROTMAN SCHOOL OF MANAGEMENT, UNIVERSITY OF TORONTO (Monday 15 April)
• Volatility & Correlation Modelling & Trading In Practice led by Bruno Dupire, Head Of Quantitative Research, BLOOMBERG  (Friday 19 April)
• Credit Collateral & Funding: CVA, DVA, FVA & Beyond led by Damiano Brigo, Professor & Co-Head Of Mathematical Finance, IMPERIAL COLLEGE LONDON (Friday 19 April)
• Latest Innovations In Multi-Curve Modelling & Discounting led by Fabio Mercurio, Head Of Quant Business Managers, BLOOMBERG (Friday 19 April)
• LIBOR Market Models: Models, Algorithms & Practice led by Christian Fries, Head Of Financial Model Development, DZ BANK and Jörg Kienitz, Head Of Quantitative Analysis, DEUTSCHE POSTBANK  (Friday 19 April)

Attending will enable you to:

• Discover how quantitative investment approaches can benefit your firm
• Learn how to construct alpha generation strategies that make money
• Get insight from leading firms including Amundi, JP Morgan, Kepos Capital, Macquarie Bank, Man Investments, Marshall Wace, PGGM & Renaissance Asset Managers
• Explore how to combine quantitative and fundamental approaches to optimise portfolio construction
• Hear about the future role of diversification in a time of growing correlation
• Network with senior portfolio and risk managers from leading buy and sell side firms

Don’t miss your opportunity to discuss cutting-edge quantitative investment strategies with senior experts from leading buy and sell side firms and benefit from their expertise.

• The Global Economic Outlook from David Folkerts-Landau, Chief Economist, DEUTSCHE BANK
• Unique insights into The FVA Debate currently raging in the industry from John Hull, Maple Financial Professor Of Derivatives & Risk Management, UNIVERSITY OF TORONTO
• Trading Lessons Of The Market Wizards from Jack Schwager, Co-Portfolio Manager, ADM INVESTOR SERVICES DIVERSIFIED STRATEGIES FUND

Meet and learn from hundreds of senior industry practitioners from around the world in sessions such as:

• Meet The Speaker Lunch Tables

• Champagne Roundtables

• Cocktail Receptions

Global Derivatives 2013 will cover the latest research on  volatility, CVA, FVA, interest rates, collateral, correlation, regulation, inflation, FX, credit, risk management, equity derivatives, ETFs, VIX, computational efficiency, hybrid products, structured products, securitisation, commodities, variable annuities and much more...