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Catch up with the latest from Global Derivatives
80+ Leading Quants & Traders
80+ Leading Quants & Traders
Ilia Bouchouev Managing Director, Head Of Derivatives KOCH SUPPLY & TRADING
Bruno Dupire Head Of Quantitative Research BLOOMBERG
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK
Peter Carr Global Head Of Market Modelling MORGAN STANLEY
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
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:

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

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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