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Global Derivatives Trading & Risk Management USA Conference

Cutting-edge strategies & practical techniques for advanced derivatives pricing, hedging, trading & risk management
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Speakers Already Confirmed Include
Speakers Already Confirmed Include
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN

 

Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
Unmissable Guest Speakers
Quantitative Trading & Derivatives Event Guest Speakers
Portfolio Optimization Summit
Quantitative Approaches To Portfolio Optimization One Day Pre-Conference Summit
The Leading Quant Trading Event
America's leading quant trading & derivatives event
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America's Leading Quant Trading Conference

Join 200+ senior quantitative traders, portfolio managers, derivatives strategists and quantitative analysts

80+ Speakers in 90 Sessions

Hear from 80+ speakers in 90+ sessions across 9 streams, 1 Portfolio Optimization Summit and in-depth technical workshops 

Whole Day Focus On Quantitative Approaches To Portfolio Optimization

Discuss quantitative investment strategies and techniques 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!

Global Derivatives USA - The Leading Quantitative Finance & Derivatives Event In The Americas

What Makes Global Derivatives USA 2014 The Must-Attend Event For All Quants, Traders & Derivatives Practitioners?

"Global Derivatives USA was very well organized and attracted high calibre participation. The speakers were engaging and the information presented was very useful. The event had a good balance of practitioners, quants and academics. My interests were mostly on the practitioner side and I was able to meet and speak with interesting people."

Atanas Goranov
Managing Director, Derivatives Risk Officer
GUARDIAN LIFE

Demonstrate Your Thought Leadership

Do you want to communicate your expertise to the Global Derivatives USA audience? Please contact Rustum Bharucha on +44 (0) 20 7017 7225 or email rbharucha@icbi.co.uk to find out more about speaking and branding opportunities.

What Topics Will Be Covered At Global Derivatives USA 2014?

Now in its 4th year, Global Derivatives USA brings together senior practitioners from hedge funds, prop shops, asset managers, pension funds, banks and more to discuss the key issues facing quantitative traders, portfolio managers, derivatives strategists and quantitative analysts across all asset classes of derivatives.

Key topics to be covered include:

  • Volatility Trading: Volatility strategies beyond selling volatility, VIX trading strategies, non-equity volatility
  • Volatility Modelling: Volatility forecasting, vol of vol, modelling VIX options dynamics
  • Quant Trading Strategies: Developing & backtesting strategies, market impact modelling, big data, the HFT debate
  • Portfolio Optimization: Smart beta, factor investing, tail risk, dynamic portfolio analysis
  • Equity Derivatives: dividends, optional trading strategies, modelling and trading equity correlation
  • Fixed Income Products: Interest rate volatility, fixed income algorithmic trading, inflation trading
  • Commodities: Market outlook, trading strategies, modelling FX-commodity correlation
  • Computational Efficiency: Algorithmic differentiation, GPUs, coding
  • FX: Trading strategies, FX market outlook, hedging strategies
  • Quantitative Approaches For Insurance Products: Variable annuities, gap risk, mortality
  • Discounting & Valuation Adjustments: CVA, FVA, multi-curves
  • Central Clearing & Regulation: Collateral, SEFs, central counterparty risk, market structure in the new regulatory environment

Just Some Of The Companies That Have Already Confirmed Their Attendance For 2014 Include:

  • Eurasia Group
  • Canada Pension Plan Investment Boar
  • Bank Of America
  • Bluefin Trading
  • Courant Institute, NYU
  • Canada Pension Plan Investment Board
  • Imperial College London
  • Caisse De Dépôt Et Placement Du Québec
  • Russell Investments
  • General Quantitative
  • Chicago Trading Company Llc
  • CBOE
  • HSBC Securities
  • University Of Hawaii
  • ELM Travels
  • Morgan Stanley
  • Copenhagen School Of Business
  • Total Gas & Power
  • Commerzbank
  • BlackRock
  • Healthcare Of Ontario Pension Plan
  • Nordea Markets
  • US Department of Treasury
  • Nomura
  • ITO 33
  • Aurora Investment Management
  • FactSet Research Systems
  • UBS
  • OMERS Capital Markets
  • La Coop fédérée
  • JP Morgan
  • University Of London & Johns Hopkins University
  • Roaring Brook Development
  • University Of Texas At Austin
  • Egyptian Refining Company
  • Oxford University
  • Illinois Institute Of Technology
  • OptionsCity Software Inc
  • C4W
  • RWTH Aachen University
  • Morningstar Investment Management
  • Ogee Group & Pace University
  • Swiss Finance Institute
  • UNISA
  • Aperio Group
  • Warwick Business School
  • Fund of Funds Beta Manager
  • Caisse de Depot et Placement du Quebec
  • Thalesians
  • SECOR Asset Management
  • Thiel Capital
  • Wells Fargo Securities
  • Citadel Investment Group
  • Standard Bank
  • PIMCO
  • Deutsche Bank
  • Is Yatırım Menkul Degerler A.S.
  • Spot Trading LLC
  • Laval University
  • DV Trading
  • Allston Trading
  • Core Capital Management
  • Courant Institute, NYU & Rutgers
  • Barclays
  • Mackenzie Investments
  • Credit Suisse
  • Spot Trading
  • University Of Evry
  • Quantitative Brokers
  • Hillsdale Investment Management Inc
  • University Of California, Berkeley
  • HBK Capital Management
  • Universidad de Guadalajara UDG-CUCEA
  • Baruch College, CUNY
  • University Of Maryland
  • Lincoln Financial Group
  • Bloomberg
  • Prime S/A CCV
  • Manulife Financial
  • Aspiriant
  • Federal Reserve Board
  • WorldQuant
  • Technische Universitat Munchen
  • Prediction Company
  • Prediction Co
  • Vanguard
  • Weeden & Co
  • Courant Institute Of Mathematical Sciences
  • Allianz Life
  • HSBC
  • Bank Of America Merrill Lynch
  • The Options Clearing Corporation
  • ING
  • ABLE Alpha Trading
  • Citigroup Global Markets Inc
  • BTG Pactual
  • Decimus Capital Markets
  • Chicago University
  • New Amsterdam Partners
  • La Coop Federee
  • Abu Dhabi Investment Authority
  • Vega Edge
  • HAP Capital Group
  • University Of Colorado At Boulder
  • Western Asset Management

Connect With Quantitative Finance Peers, Read Interviews With Top Derivatives Experts & Get The Latest Conference News Via:

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See Interviews With Top Quants & Highlights From Past Global Derivatives Events

Upcoming Derivatives & Risk Management Events:

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Sponsors

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Refreshment Sponsor

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Exhibitor

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Supported By

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Media Partners

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