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Speakers Already Confirmed Include
Speakers Already Confirmed Include
Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN

 

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:

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

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

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Download Latest Information Now

(updated 20 December 2014)

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

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