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Speakers Already Confirmed Include
Speakers Already Confirmed Include
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN

 

Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
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
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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
GUARDIAN LIFE

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:

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

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

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Download Latest Information Now

(updated 26 November 2014)

See Interviews With Top Quants & Highlights From Past Global Derivatives Events

Upcoming Derivatives & Risk Management Events:

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