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Catch up with the latest from Global Derivatives
80+ Leading Quants & Traders
80+ Leading Quants & Traders
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK
Maneesh Deshpande Managing Director & Head Of Americas Equity Derivatives Strategy BARCLAYS
Ilia Bouchouev Managing Director, Head Of Derivatives KOCH SUPPLY & TRADING
Anlong Li Head Of Quantitative Volatility Group ALLSTON TRADING
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
Benjamin Bowler Global Head Of Equity Derivatives Research BANK OF AMERICA MERRILL LYNCH
Yusuf Capar Trading Manager GELBER GROUP
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:

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

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 20 April 2014)

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