28 weeks until Global Derivatives & Risk Management 2009 - Register

Dates : 27 April - 1 May 2009 Venue : The Sheraton Hotel & Conference Centre, Rome

Highlights / Key themes

Do you want to hear the cutting-edge work in derivatives modelling, pricing, hedging and trading from the top practitioners and academics in the industry? Will meeting the top minds and traders in derivatives and hearing their thoughts on the innovations in credit, equity, interest rates, hybrids, FX, inflation, commodities and volatility derivatives help you solve those critical issues you face in your everyday work? If so, the Global Derivatives & Risk Management meeting is an unmissable fixture in your annual schedule. We have put together an excellent line-up of the premier practitioners and academics in derivatives and risk management all under one roof over 3 days.

For the 2008 event, we have expanded the programme and included even more NEW formats and features to bring you even more expert trading and quantitative analysis speakers and the latest research.

Just some of the hot plenary panel topics include:

MODELLING THE PERFECT FINANCIAL STORM Assessing How Well Trading Models Fared In The Recent Crisis And How Can They Be Improved To More Accurately Predict Future Market Shocks

Sudhir Chhikara, Director of Quantitative Investments, STARK INVESTMENTS
Aaron Brown, Chief Risk Officer, AQR CAPITAL MANAGEMENT
Andrew Sterge, President, AJ Sterge Division, MAGNETAR CAPITAL

THE GLOBAL DERIVATIVES 2008 LEADING FINANCIAL MINDS TASKFORCE: Examining The Drivers Of Market Volatility And Understanding How More Effective Quantitative Risk Management Can Ensure Greater Financial Stability

Robert Shiller, Stanley B. Resor Professor of Economics, YALE UNIVERSITY
Michael Hintze, CEO, CQS (UK) LLP
David Modest, Managing Director, JP MORGAN CHASE

TALKING VOLATILITY TRADING: Volatility Trading In Today's Dynamic Marketplace: Examining New Products And New Horizons

Eric Rosenfeld, Founding Principal, QUANTITATIVE ALTERNATIVES, LLCPav Sethi, Global Head of Volatility Trading & Arbitrage, CITADEL INVESTMENT GROUP
Marco Avellaneda, Partner, FINANCE CONCEPTS
Gilles Dahan, Head of Equity Derivatives Trading EMEA, CITIGROUP

Just some of the brand new features include:

More Technical Modelling Sessions - Hear over 100 leading practitioners & academics share their risk management, modelling and trading experiences.

More Bigger Picture Sessions – The Quantitative Finance Strategy Labs will focus on the bigger picture of quantitative finance modelling and trading from the premier names in the industry. Emanuel Derman, Jim Gatheral, Piotr Karasinski, Riccardo Rebonato; Nasir Afaf at Commerzbank and Vivek Kapoor at Citigroup have confirmed their participation for these interesting sessions.

More Extended Sessions – In order to increase your intellectual take-away we have included more extended and double sessions, allowing an unprecedented opportunity to maximise your learning.

More Networking Time – We realised it’s not all about equations and in recognition of this have added in more breaks and more opportunities to network with your industry peers including a new wine challenge cocktail party.

More New Research – Another brand new feature for 2008, we are very excited about the Global Derivatives & Risk Management Research Showcase. This will allow some of the ‘rising stars’ of the industry to present their new research work over lunch on 21 and 22 May.

More Breakfast Briefings – Time for even more new research over breakfast with Dilip Madan at University of Maryland on 22 May. Places are limited and allocated on a first come first served basis, so book your conference place now to avoid disappointment.

More Trading Focus – A whole day on volatility trading on 19 May covering practical trading strategies and insights.

Plus, Don’t Miss These Intensive MasterClass Sessions:

Commodities As A Multi-Asset Class – 19 May 2008
Led by Helyette Geman, Birkbeck, University Of London & UBS Bloomberg Commodity Index

Modelling, Pricing & Managing Interest Rates Derivatives -19th May 2008
Led by Patrick Hagan, JP Morgan

Volatility & Correlation Modelling & Trading In Practice– 23 May 2008
Led by Bruno Dupire, Bloomberg

Advanced Credit Derivatives Pricing – 23 May 2008
Led by Jon Gregory, Barclays Capital & Paul Glasserman, Columbia Graduate School of Business