What Makes Global Derivatives & Risk Management The Must-Attend Quantitative Conference?

Renowned Nobel Laureate Professor Robert Engle Will Be Giving The Guest Academic Address focussing on Global Financial Stability & Long Term Risk Read more.

Professor Engle was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH).   He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W. J. Granger of the University of California at San Diego.  Professor Engle is an expert in time series analysis with a long-standing interest in the analysis of financial markets.  His research has also produced such innovative statistical methods as cointegration, common features, autoregressive conditional duration (ACD),  CAViaR and now dynamic conditional correlation (DCC) models.

The World's Best Known Quant, Emanuel Derman Will Be Giving The Guest Quantitative Address exploring the big picture: Theories, Models & Metaphors in Science and Finance in this new world Read more.

Emanuel's presentation will elaborate on the below:

• Scientific theories deal with the natural world they model on their own terms, and can achieve great truth and accuracy.
• Models in finance are not theories; they are closer to metaphors that try to describe the object of their attention by comparing it to something else they already understand via theories.
• Models are always idealizations that sweep dirt under the rug.
• Good models and good modelers make explicit the sweeping and the nature of the dirt.

Emanuel Derman is a professor at Columbia University and director of their program in financial engineering, and is also the Head of Risk at Prisma Capital Partners, a fund of funds. In 1985 Dr Derman joined Goldman Sachs' fixed income division and went on to become the Head Of Goldman Sachs' Quantitative Strategies Group

The Most Senior & Respected Gathering Of Quantitative Practitioners From The Top Institutions Across The Globe Including: Bank Of America Merrill Lynch, Goldman Sachs, Societe Generale, RBS, HSBC, Barclays Capital Read more.
Technical, Practical & Modelling Advice will be offered on all the below topics:
• Volatility Modelling & Trading
• Counterparty Credit Risk Modelling
• Pricing & Hedging Of Equity Derivatives
• Interest Rate & FX Modelling
• Computational Finance
• Commodities Trading & Risk Management
5 Detailed Workshops Led By Renowned Quantitative Practitioners On Interest Rate Modelling, LMM-SABR, Counterparty Credit Risk, Commodities & Volatility Read more.

These workshops will be led by Bruno Dupire, Lief Anderson, Vladimir Piterbarg, Riccardo Rebonato, Massimo Morini & Helyette Geman - All are leading experts in their field!

Brand New! Algorithmic Trading Summit Dedicated To Finding Liquidity, Trading Without Impact, Exploring Dark Pools & Determining The Way Forward For High Frequency Finance Read more.

Led by Jim Gatherall, BAML; Robert Almgren, QUANTITATIVE BROKERS; Kerr Hatrick, DEUTSCHE BANK; Richard Olsen, OANDA; Gangadhar Darbha, RBS

Over 40 Hours Of Derivatives-Focussed Learning & Networking With The Leading Thinkers In The Industry  Read more.

To ensure you discover the most cutting edge developments in the industry

NEW! Economic Address From Norbert Walter, Chief Economist Of Deutsche Bank To Ensure You Are Aware Of The Key Trends Moving Forward Read more.

Norbert Walter will give his perspective on:

Moving Forward In Our Post-Lehman World:
What Has The Global Crisis Revealed About The Structure Of The Financial Markets & How Should We Re-Invent Them As A Result? 

Over 100 Quantitative & Financial Experts Speaking:

Robert Engle Michael Armellino Professor Of Finance NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS	Emanuel Derman Professor & Director, Financial Engineering Program COLUMBIA UNIVERSITY	Professor Norbert Walter Chief Economist DEUTSCHE BANK	Jim Gatheral Managing Director BANK OF AMERICA MERRILL LYNCH
Peter Carr Head of Quantitative Financial Research BLOOMBERG	Leif Andersen Global Head GCIB Quantitative Research BANK OF AMERICA MERRILL LYNCH	Vladimir Piterbarg Global Head of Quantitative Analysis BARCLAYS CAPITAL	Riccardo Rebonato Global Hd of Market Risk & Quant Analysis, GBM ROYAL BANK OF SCOTLAND
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK	Theodore Lubke Senior Vice President, Bank Supervision Group FEDERAL RESERVE BANK OF NEW YORK	Dariush Mirfendereski MD, Head of Inflation Linked Trading UBS	Bruno Dupire Quantitative Research BLOOMBERG
Alex Lipton Global Head of Credit Analytics BANK OF AMERICA MERRILL LYNCH	Ali Hirsa Head Of Analytical Trading Strategy NATIXIS CASPIAN CAPITAL MANAGEMENT	Dilip Madan Professor Of Mathematical Finance Robert H. Smith School Of Business, University Of Maryland	Lorenzo Bergomi Head Of Quantitative Research, Global Markets SOCIETE GENERALE

Martin Baxter Quantitative Analyst NOMURA	Michael Hintze CEO & Senior Investment Officer CQS (UK) LLP	Dariush Mirfendereski MD, Head of Inflation Linked Trading UBS	Professor Norbert Walter Chief Economist DEUTSCHE BANK
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK	Jim Gatheral Managing Director BANK OF AMERICA MERRILL LYNCH	Riccardo Rebonato Global Hd of Market Risk & Quant Analysis, GBM ROYAL BANK OF SCOTLAND	Lorenzo Bergomi Head Of Quantitative Research, Global Markets SOCIETE GENERALE
Vladimir Piterbarg Global Head of Quantitative Analysis BARCLAYS CAPITAL	Ali Hirsa Head Of Analytical Trading Strategy NATIXIS CASPIAN CAPITAL MANAGEMENT	Robert Engle Michael Armellino Professor Of Finance NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS	Emanuel Derman Professor & Director, Financial Engineering Program COLUMBIA UNIVERSITY
Peter Carr Head of Quantitative Financial Research BLOOMBERG	Leif Andersen Global Head GCIB Quantitative Research BANK OF AMERICA MERRILL LYNCH	Alex Lipton Global Head of Credit Analytics BANK OF AMERICA MERRILL LYNCH	Theodore Lubke Senior Vice President, Bank Supervision Group FEDERAL RESERVE BANK OF NEW YORK