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Catch up with the latest from Global Derivatives
80+ Leading Quants & Traders
80+ Leading Quants & Traders
Bruno Dupire Head Of Quantitative Research BLOOMBERG
Anlong Li Head Of Quantitative Volatility Group ALLSTON TRADING
Peter Carr Global Head Of Market Modelling MORGAN STANLEY
Ilia Bouchouev Managing Director, Head Of Derivatives KOCH SUPPLY & TRADING
World-Renowned Academics
World-Renowned Academics
George Constantinides The Leo Melamed Professor Of Finance UNIVERSITY OF CHICAGO, BOOTH SCHOOL OF BUSINESS
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
Portfolio Optimization Summit
Portfolio Optimization Summit
Marcos Lopez de Prado Head Of Quantitative Trading & Research HESS ENERGY TRADING COMPANY
Yusuf Capar Trading Manager GELBER GROUP
Benjamin Bowler Global Head Of Equity Derivatives Research BANK OF AMERICA MERRILL LYNCH
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:

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

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 21 April 2014)

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