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The 17th Annual EventMay 2011Hotel Concorde Lafayette, Paris
Telephone Hotline: +44 (0) 20 7017 7200
Email: info@icbi.co.uk
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Review of Global Derivatives & Risk Management 2010 that took place in May 2010


What Made Global Derivatives & Risk Management The Must-Attend Quantitative Event for 2010?

With Over 400 Attendees In 2010 (A 180% Increase On 2009!) Global Derivatives & Risk Management Has Without Doubt Re-Asserted Its Status As The Largest & Most Respected Quantitative Finance Event In The World!

The 2010 Programme Offered Delegates:

  • Renowned Nobel Laureate Professor Robert Engle Gave The Guest Academic Address focussing on Global Financial Stability & Long Term Risk

    • 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 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

    • 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
  • The First Annual Algorithmic Trading Summit Over 100 Senior Practitioners Attended This New & Exciting Summit Dedicated To Finding Liquidity, Trading Without Impact, Exploring Dark Pools & Determining The Way Forward For High Frequency Finance.  Watch This Space For The 2nd Annual Algorithmic Summit In 2011!

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

  • A Comprehensive Programme Offering Technical, Practical & Modelling Advice On All The Important Topics In Quantitative Finance:

    • 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

    • 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!

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

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

  • The Economic Outlook From Norbert Walter, The Former Chief Economist Of Deutsche Bank

    • 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 Spoke in 2010

Robert Engle
Robert Engle Michael Armellino Professor Of Finance NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS
Professor Norbert Walter
Professor Norbert Walter Former Chief Economist DEUTSCHE BANK
Jim Gatheral
Jim Gatheral MD BAML & Visiting Professor, BARUCH COLLEGE, CUNY
Peter Carr
Peter Carr Global Head Of Market Modelling MORGAN STANLEY
Vladimir Piterbarg
Vladimir Piterbarg Global Head of Quantitative Analysis BARCLAYS CAPITAL
Riccardo Rebonato
Riccardo Rebonato Global Hd of Market Risk & Quant Analysis, GBM ROYAL BANK OF SCOTLAND
Jesper Andreasen
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK
Theodore Lubke
Theodore Lubke Senior Vice President, Bank Supervision Group FEDERAL RESERVE BANK OF NEW YORK

Feedback From The Largest Derivatives Trading & Risk Management Conference

"The energy this year was palpable, with many excellent presentations and animated conversations amongst the participants.  Global Derivatives really is the industry conference that cannot be missed."
Jim Gatheral, BARUCH COLLEGE

“As always an impressive gathering of the top quantitative practitioners and academics”
Alex Lipton, BAML

“The conference was superb, as always.  Great speakers, good atmosphere, perfect networking”
Wim Schoutens, CATHOLIC UNIVERSITY OF LEUVEN

"Global Derivatives is the conference to attend for practitioners in the quantitative finance world”
Vladimir Lucic, BARCLAYS CAPITAL

"Given the current business landscape in this transitional year, I think the conference mirrored remarkably well the new directions and challenges emerging in quantitative finance."
Claudio Albanese, IMPERIAL COLLEGE

"The conference was, as always, very lively and topical – clearly a great success!”
Arthur Berd, CFM

“This conference occupies an interesting niche: more quantitative with good analysis and less vendor driven than other events in the field.  ”
Kerr Hatrick, DEUTSCHE BANK

“The audience appreciated the wide variety of hot topics covered and there was a general awareness of many new issues arising over the last two turbulent years”
Hans-Peter Schoech, NOMURA

“Congratulations on this remarkable event in such difficult times!”
Helyette Geman, UNIVERSITY OF LONDON & ESCP EUROPE

"I would recommend this conference to quant people and I look forward to attending in 2011"
Marco Bianchetti, BANCA INTESA SANPAOLO

"In addition to the excellent presentations I attended, there was also plenty of time to network with the top quants of the community"
Jan Maruhn, UNICREDIT GROUP

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