The Largest Derivatives Trading & Risk Management ConferenceThe World's Leading Conference For Pricing, Hedging & Risk Management Of Credit; Interest Rates; Equity; FX; Commodities; Inflation & Volatility Derivatives In Rapidly Changing & Turbulent Markets
With over 80 technical modelling sessions, 3 days of non-stop practical discussions, 90+ Heads Of Trading & Heads Of Quantitative Analysis speaking, 45 hours of networking and 6 in-depth workshops, Global Derivatives is the most comprehensive event in the industry!
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
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Over 100 Quantitative & Financial Experts Speaking:
Robert Engle
Michael Armellino Professor Of Finance
NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS
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Emanuel Derman
Professor & Director, Financial Engineering Program
COLUMBIA UNIVERSITY
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Professor Norbert Walter
Chief Economist
DEUTSCHE BANK
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Jim Gatheral
Managing Director
BANK OF AMERICA MERRILL LYNCH
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Peter Carr
Head of Quantitative Financial Research
BLOOMBERG
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Leif Andersen
Global Head GCIB Quantitative Research
BANK OF AMERICA MERRILL LYNCH
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Vladimir Piterbarg
Global Head of Quantitative Analysis
BARCLAYS CAPITAL
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Riccardo Rebonato
Global Hd of Market Risk & Quant Analysis, GBM
ROYAL BANK OF SCOTLAND
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Jesper Andreasen
Global Head of Quantitative Research
DANSKE BANK
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Theodore Lubke
Senior Vice President, Bank Supervision Group
FEDERAL RESERVE BANK OF NEW YORK
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Dariush Mirfendereski
MD, Head of Inflation Linked Trading
UBS
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Bruno Dupire
Quantitative Research
BLOOMBERG
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Alex Lipton
Global Head of Credit Analytics
BANK OF AMERICA MERRILL LYNCH
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Ali Hirsa
Head Of Analytical Trading Strategy
NATIXIS CASPIAN CAPITAL MANAGEMENT
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Dilip Madan
Professor Of Mathematical Finance
Robert H. Smith School Of Business, University Of Maryland
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Lorenzo Bergomi
Head Of Quantitative Research, Global Markets
SOCIETE GENERALE
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Martin Baxter
Quantitative Analyst
NOMURA
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Michael Hintze
CEO & Senior Investment Officer
CQS (UK) LLP
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Dariush Mirfendereski
MD, Head of Inflation Linked Trading
UBS
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Professor Norbert Walter
Chief Economist
DEUTSCHE BANK
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Jesper Andreasen
Global Head of Quantitative Research
DANSKE BANK
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Jim Gatheral
Managing Director
BANK OF AMERICA MERRILL LYNCH
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Riccardo Rebonato
Global Hd of Market Risk & Quant Analysis, GBM
ROYAL BANK OF SCOTLAND
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Lorenzo Bergomi
Head Of Quantitative Research, Global Markets
SOCIETE GENERALE
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Vladimir Piterbarg
Global Head of Quantitative Analysis
BARCLAYS CAPITAL
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Ali Hirsa
Head Of Analytical Trading Strategy
NATIXIS CASPIAN CAPITAL MANAGEMENT
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Robert Engle
Michael Armellino Professor Of Finance
NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS
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Emanuel Derman
Professor & Director, Financial Engineering Program
COLUMBIA UNIVERSITY
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Peter Carr
Head of Quantitative Financial Research
BLOOMBERG
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Leif Andersen
Global Head GCIB Quantitative Research
BANK OF AMERICA MERRILL LYNCH
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Alex Lipton
Global Head of Credit Analytics
BANK OF AMERICA MERRILL LYNCH
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Theodore Lubke
Senior Vice President, Bank Supervision Group
FEDERAL RESERVE BANK OF NEW YORK
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