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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
Ilia Bouchouev Managing Director, Head Of Derivatives KOCH SUPPLY & TRADING
Anlong Li Head Of Quantitative Volatility Group ALLSTON TRADING
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:

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

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 16 April 2014)

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