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Global Derivatives Offer Five Full Days Of Content. Why Not Maximise Your Learning By Attending Our Summit Or Workshops?

Choose From Five Separately-Bookable, In-Depth Technical Workshops

Our workshops are in-depth, classroom-based learning sessions led by world-renowned experts in that field.

Workshops are run in small groups so that each participant can receive one-on-one attention and provide the perfect opportunity to ask questions, gain real understanding of some complex topics and learn concrete solutions to problems you face every day in your role that you can implement as soon as you are back in the office.

Monday 15 April 2020

  • The Valuation Of Credit Derivatives led by John Hull, Maple Financial Professor Of Derivatives & Risk Management, JOSEPH L. ROTMAN SCHOOL OF MANAGEMENT, UNIVERSITY OF TORONTO

Friday 19 April 2020

  • Volatility & Correlation Modelling & Trading In Practice led by Bruno Dupire, Head Of Quantitative Research, BLOOMBERG
  • Credit Collateral & Funding: CVA, DVA, FVA & Beyond led by Damiano Brigo, Professor & Co-Head Of Mathematical Finance, IMPERIAL COLLEGE LONDON
  • Latest Innovations In Multi-Curve Modelling & Discounting led by Fabio Mercurio, Head Of Quant Business Managers, BLOOMBERG
  • LIBOR Market Models: Models, Algorithms & Practice led by Christian Fries, Head Of Financial Model Development, DZ BANK & Jörg Kienitz, Head Of Quantitative Analysis, DEUTSCHE POSTBANK

Why not gain maximum benefit from these sessions by combining the John Hull’s Valuation Of Credit Derivatives workshop on Monday with one of the four workshops available on Friday?

View the Workshops Agenda here

PLUS - Receive 30% off Christian Fries and Jörg Kienitz’s books when you sign up to attend their LIBOR Market models: Models, Algorithms & Practice workshop on Friday 19th April, including:

  • Mathematical Finance: Theory, Modeling, Implementation - Christian Fries
  • Monte Carlo Frameworks: Building Customisable High-performance C++ Applications - Jörg Kienitz
  • Financial Modelling: Theory, Implementation and Practice with MATLAB Source - Jörg Kienitz

NEW FOR 2013 - Portfolio Optimisation & Quantitative Investment Summit

Monday 15 April will feature our first ever Portfolio Optimisation & Quantitative Investment Summit. The summit will bring together senior industry figures and leading academics to discuss the specific challenges and issues buy side firms face in the derivatives markets.

Whether you are already using quantitative techniques in your investing and portfolio construction or are eager to learn how you can implement these exciting techniques in your firm, the summit will teach you how to successfully develop, implement and optimise quantitative investment strategies.

Confirmed speakers include:

  • Chris Limbach, Assistant To The Chief Executive Officer, PGGM INVESTMENTS
  • Marco Dion, Global Head Of Equity Quant Strategy, JP MORGAN
  • Yoav Git, Senior Research Fellow, MAN INVESTMENTS
  • Ron Guido, Senior Researcher, MARSHALL WACE
  • Philippe Ithurbide, Global Head Of Research, AMUNDI
  • Gurvinder Brar, Head Of Global Quantitative Research, MACQUARIE BANK

View the Portfolio Optimisation & Quantitative Investment Summit Agenda here

Calendar Reminder


Praise For Past Global Derivatives Events

"Global Derivatives is the conference to attend for practitioners in the quantitative finance world"
Vladimir Lucic
Head Of Equity Derivatives Quantitative AnalyticsBARCLAYS

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