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Speakers Already Confirmed Include
Speakers Already Confirmed Include
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
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
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

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:

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

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

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(updated 25 November 2014)

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