Networking / Social events
Global Derivatives & Risk Management is the biggest and most high profile event of its kind. With over 400 attendees Global Derivatives & Risk Management provides the year's best networking opportunities with the world's industry figureheads. As usual, there will be plenty of time to network during lunches, champagne roundtables and cocktail parties.
18th & 19th May 2010 - Champagne Roundtables
The champagne round-table discussion groups provide you with the ideal place to meet face-to-face with some of the key speakers, in small groups of about 15 people. You will be able to choose between the tables and discuss specific issues and ideas that have arisen over the course of the day in a highly personal and interactive environment. Relax with a chilled glass of champagne andease your way into the evening entertainment.
18th May 2010
Counterparty Risk
Martin Baxter NOMURA
Volatility Modelling
Peter Carr, BLOOMBERG
Separating Volatility & Illiquidity
Ali Hirsa, NATIXIS CASPIAN CAPITAL MANAGEMENT
Market Microstructure & Econophysics
Jim Gatheral, BANK OF AMERICA MERRILL LYNCH
To Clear Or Not To Clear?
Rama Cont, COLUMBIA UNIVERSITY
19th May 2010 -
Exploring The Latest Developments In Structured Credit
Olivier Vigneron, JP MORGAN & Jean-David Fermanian, ENSAE
Simultaneously Pricing Options On Stock
Dilip Madan, UNIVERSITY OF MARYLAND
Copulas: Useful Or A Red Herring?
Jean-Philippe Bouchard, CAPITAL FUND MANAGEMENT
Stochastic Volatility Smiles
Lorenzo Bergomi, SOCIETE GENERALE
Barrier Options
Nicolas Grandchamp Des Raux, HSBC
The Gaussian Copula
David Li, CICC
