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Catch up with the latest from Global Derivatives
80+ Leading Quants & Traders
80+ Leading Quants & Traders
Anlong Li Head Of Quantitative Volatility Group ALLSTON TRADING
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK
Maneesh Deshpande Managing Director & Head Of Americas Equity Derivatives Strategy BARCLAYS
Bruno Dupire Head Of Quantitative Research BLOOMBERG
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
Marcos Lopez de Prado Head Of Quantitative Trading & Research HESS ENERGY TRADING COMPANY
Yusuf Capar Trading Manager GELBER GROUP
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 Toronto
  • Thrivent Asset Management
  • General Quantitative
  • Allston Trading
  • Wells Fargo Securities
  • Evnine & Associates
  • CME Group
  • New York University
  • Exelon
  • Bluefin Trading
  • Ernst & Young ShinNihon LLC
  • The Thalesians
  • Aurora Investment Management
  • MQT Investments
  • University Of Chicago
  • University Of Maryland
  • Koch Supply & Trading
  • Davide Leone Partners
  • BM and FBovespa
  • Booth School Of Business
  • University Of Texas At Austin
  • BNY Mellon
  • HSBC
  • Eurex
  • Danske Bank
  • Fannie Mae
  • BBM Investimentos
  • Guardian Life
  • Bunge
  • Gelber Group
  • Nexen Inc.
  • Weeden & Co
  • Pine River Capital Management
  • Tybourne Capital
  • ESCP Europe
  • Hess Energy Trading Company
  • Bloomberg
  • Proxy - Finance a.s.
  • Numerix
  • Lincoln Financial Group
  • Barclays
  • Chicago Trading Company
  • Spot Trading
  • Federal Reserve Board
  • Constellation Energy
  • Investicni spolecnost Ceske sporite
  • University Of California, Berkeley
  • Export Development Canada
  • Hillspire LLC
  • Allianz Life
  • Correval
  • Courant Institute Of Mathematical Sciences
  • CompatibL
  • Capital Fund Management
  • Bank Of America Merrill Lynch
  • Columbia Business School
  • The Options Clearing Corporation
  • Warwick Business School
  • Quantitative Risk Management
  • Commerzbank
  • Quantiq Pty Ltd
  • Core Capital Management
  • Ontario Teachers Pension Plan
  • University Of Chicago Booth School Of Business
  • Calypso Technology
  • Wiley
  • KKR
  • Capstone Holdings Group
  • RWTH Aachen University
  • SciComp Inc
  • University Of Hawaii
  • Caisse de depot et placement du Quebec
  • Numerical Algorithms Group (NAG)
  • La Coop fédérée
  • Carnegie Mellon University
  • LakeView Capital Market Services
  • HSBC Securities Services
  • JP Morgan
  • Citi
  • Deutsche Bank
  • Citigroup
  • Exelon
  • Aviva USA
  • University Of London
  • Norges Bank Investment Management
  • Oxford-Man Institute Of Quantitative Finance
  • Tybourne Capital
  • Able Alpha Trading
  • CBOE
  • IS Investment

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 15 April 2014)

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