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Catch up with the latest from Global Derivatives
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80+ Leading Quants & Traders
80+ Leading Quants & Traders
Bruno Dupire Head Of Quantitative Research BLOOMBERG
Ilia Bouchouev Managing Director, Head Of Derivatives KOCH SUPPLY & TRADING
Jesper Andreasen Global Head of Quantitative Research DANSKE BANK
Anlong Li Head Of Quantitative Volatility Group ALLSTON TRADING
World-Renowned Academics
World-Renowned Academics
John Hull Maple Financial Professor of Derivatives & Risk Management UNIVERSITY OF TORONTO
Edward Altman Max L. Heine Professor Of Finance STERN SCHOOL OF BUSINESS, NEW YORK UNIVERSITY
Marvin Zonis Professor Emeritus UNIVERSITY OF CHICAGO BOOTH SCHOOL OF BUSINESS
George Constantinides The Leo Melamed Professor Of Finance UNIVERSITY OF CHICAGO, BOOTH SCHOOL OF BUSINESS
Portfolio Optimization Summit
Portfolio Optimization Summit
Yusuf Capar Trading Manager GELBER GROUP
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
Lisa Goldberg Director Of Research COLEMAN FUNG RISK MANAGEMENT RESEARCH CENTER
America's Largest Derivatives Event
America's largest derivatives & quant finance event
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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:

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

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 22 April 2014)

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

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Global Derivatives USA 2014 Event Publishing Partner

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Exhibitors

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Supported By

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