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Catch up with the latest from Global Derivatives
80+ Leading Quants & Traders
80+ Leading Quants & Traders
Ilia Bouchouev Managing Director, Head Of Derivatives KOCH SUPPLY & TRADING
Anlong Li Head Of Quantitative Volatility Group ALLSTON TRADING
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK
Maneesh Deshpande Managing Director & Head Of Americas Equity Derivatives Strategy BARCLAYS
World-Renowned Academics
World-Renowned Academics
Edward Altman Max L. Heine Professor Of Finance STERN SCHOOL OF BUSINESS, NEW YORK UNIVERSITY
John Hull Maple Financial Professor of Derivatives & Risk Management UNIVERSITY OF TORONTO
George Constantinides The Leo Melamed Professor Of Finance UNIVERSITY OF CHICAGO, BOOTH SCHOOL OF BUSINESS
Portfolio Optimization Summit
Portfolio Optimization Summit
Yusuf Capar Trading Manager GELBER GROUP
Benjamin Bowler Global Head Of Equity Derivatives Research BANK OF AMERICA MERRILL LYNCH
Marcos Lopez de Prado Head Of Quantitative Trading & Research HESS ENERGY TRADING COMPANY
America's Largest Derivatives Event
America's largest derivatives & quant finance event
America's Leading Derivatives Conference

Join over 200 senior quants, traders and risk managers from all over the world.

80 Speakers in 75 Sessions

Hear from 80+ speakers in 75+ sessions, 8 streams and 4 in-depth technical workshops 

Quant Invest & Portfolio Optimization Summit

Discuss cutting-edge quantitative investment strategies with senior experts from leading buy and sell side firms.

The Latest Cutting-Edge Research

Discuss the latest cutting-edge quantitative finance research directly with the authors!

Topics Discussed At Global Derivatives, Trading & Risk Management USA 2013

At Global Derivatives you are able to discuss the latest research on modelling, trading and risk managing derivatives directly with the authors, learn about the latest regulatory requirements, share ideas with their peers and hear about the latest techniques and tools from world-renowned financial thinkers.

Just some of the topics for 2013 included:

  • Examining the future for derivatives
  • Modelling & pricing VIX derivatives
  • Algorithmic trading, quantitative investment strategies & portfolio optimisation
  • Central clearing, capital optimisation and all the latest regulatory changes
  • Computationally efficient CVA
  • Pricing, hedging & trading equity derivatives
  • The FVA debate: Should funding be included in derivative valuation?
  • Multi-curve valuation, collateral & interest rate modelling
  • Modelling & trading fixed income products
  • Volatility skew modelling, forward volatility dynamics & jump processes
  • Cross-asset volatility & correlation
  • Inflation options, mortgage volatility trading, securitisation & credit trading
  • Risk management, hedging and tail protection
  • FX trading & the impact of QE on global currency markets
  • Trading & risk managing commodities
  • Variable annuity product design in a very low interest rate environment

Just Some Of The Companies That Attended The 2013 Event Included:

  • LakeView Capital Market Services
  • Ernst & Young ShinNihon LLC
  • New York University
  • Tybourne Capital
  • Constellation Energy
  • University Of California, Berkeley
  • KKR
  • University Of Hawaii
  • Courant Institute Of Mathematical Sciences
  • CBOE
  • Chicago Trading Company
  • Exelon
  • Pine River Capital Management
  • Lincoln Financial Group
  • Nexen Inc.
  • Allston Trading
  • Wiley
  • Hess Energy Trading Company
  • Oxford-Man Institute Of Quantitative Finance
  • Koch Supply & Trading
  • Bloomberg
  • BM and FBovespa
  • RWTH Aachen University
  • Wells Fargo Securities
  • Bluefin Trading
  • The Thalesians
  • Bunge
  • Gelber Group
  • SciComp Inc
  • Guardian Life
  • University Of Toronto
  • Calypso Technology
  • University Of Maryland
  • Proxy - Finance a.s.
  • Ontario Teachers Pension Plan
  • Numerical Algorithms Group (NAG)
  • University Of Texas At Austin
  • University Of Chicago
  • Capital Fund Management
  • Citi
  • Tybourne Capital
  • IS Investment
  • Aurora Investment Management
  • HSBC
  • Barclays
  • Davide Leone Partners
  • Federal Reserve Board
  • BBM Investimentos
  • BNY Mellon
  • Eurex
  • MQT Investments
  • Export Development Canada
  • JP Morgan
  • Able Alpha Trading
  • Numerix
  • Aviva USA
  • Exelon
  • Booth School Of Business
  • Quantitative Risk Management
  • Commerzbank
  • Warwick Business School
  • University Of Chicago Booth School Of Business
  • ESCP Europe
  • CME Group
  • General Quantitative
  • Bank Of America Merrill Lynch
  • Weeden & Co
  • Fannie Mae
  • Carnegie Mellon University
  • Correval
  • Core Capital Management
  • Norges Bank Investment Management
  • University Of London
  • Capstone Holdings Group
  • Spot Trading
  • Evnine & Associates
  • Caisse de depot et placement du Quebec
  • Citigroup
  • Deutsche Bank
  • HSBC Securities Services
  • Quantiq Pty Ltd
  • La Coop fédérée
  • Allianz Life
  • CompatibL
  • The Options Clearing Corporation
  • Investicni spolecnost Ceske sporite
  • Columbia Business School
  • Hillspire LLC
  • Thrivent Asset Management
  • Danske Bank

Upcoming Derivatives & Risk Management Events:

The 21st Annual

Global Derivatives Trading & Risk Management

12 May 2014 - 16 May 2014
Hotel Okura, Amsterdam

Download Latest Information Now

(updated 14 April 2014)

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