- email:info@icbi.co.uk
- phone:+44 (0) 20 7017 7200
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Anlong Li Head Of Quantitative Volatility Group ALLSTON TRADING
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK
Bruno Dupire Head Of Quantitative Research BLOOMBERG
Paul Glasserman Jack R. Anderson Prof of Risk Mngt COLUMBIA GRADUATE SCHOOL OF BUSINESS
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Global Derivatives USA Conference 2013 - The Leading Quantitative Finance & Derivatives Event In The Americas
What Makes Global Derivatives USA 2013 The Must-Attend Event For All Quantitative Finance & Derivatives Practitioners?
A Proven Track Record – While this is our 3rd year in the US, Global Derivatives has been running for 20 years in Europe & all our events regularly attract the leading names in quantitative finance, along with hundreds of senior quants, traders & risk managers from around the world.
Over 80 Speakers From Leading Financial Firms - Speakers from firms including Allston Trading, Bank of America Merrill Lynch, Barclays, Bloomberg, Bluefin Trading, BNY Mellon, Capstone Investment Advisors, Chicago Trading Company, Columbia University, Core Capital Management, Courant Institute, Danske Bank, Guardian Life, Hess Energy Trading Company, Johnson Research Labs, JP Morgan, Koch Supply & Trading, Lincoln Financial Group, Natixis, Senator Investment Group, Spot Trading & more have already confirmed their participation.
Our Most Diverse Speaker Line-Up Ever - This year's event will feature MORE traders, MORE buy side firms and MORE prop shops.
NEW Portfolio Optimisation & Quantitative Investment Summit - Whether you are already using quantitative techniques in your investing and portfolio construction or are eager to learn how you can implement these exciting techniques in your firm, the summit will teach you how to successfully develop, implement and optimise quantitative investment strategies.
The Only Event To Offer In-Depth Coverage Of All Asset Classes Of Derivatives Under One Roof In Four Days - With a full 4 day programme, 7 separate streams to choose from, 3 separately bookable technical workshops and 1 summit, this programme is the most comprehensive of its kind.
What Can You Expect From Global Derivatives USA 2013?
We will be bringing you the draft agenda for this year's event soon, but in the meantime here is a sneak preview of some of the key topics that will feature in this year’s agenda:
- Trading strategies for a low VIX environment
- Modelling & pricing VIX derivatives
- Algorithmic trading, quantitative investment strategies & portfolio optimisation
- Central clearing, capital optimisation and all the latest regulatory changes
- Computationally efficient CVA
- The FVA debate: Should funding be included in derivative valuation?
- Multi-curve valuation, collateral & interest rate modelling
- 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
Connect With Quantitative Finance Peers, Read Interviews With Top Derivatives Experts & Get The Latest Global Derivatives News Via:
Upcoming Derivatives & Risk Event:
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