List of Quantitative Finance Events offered by various Organizations
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March 15 - 16, 2010 London |
Counterparty Credit Risk: The New Challenge for Global Financial Markets by Jon Gregory WBS Training |
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March 15-16, 2010 Frankfurt |
10th Frankfurt MathFinance Conference Derivatives and Risk Management in Theory and Practice MathFinance AG |
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March 22 - 24, 2010 London |
Counterparty Credit Risk: Credit Valuation Adjustment, Stress Testing & Modelling Workshop WBS Training |
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April 15 - 16, 2010 London |
Interest Rate Modelling for the New Era WBS Training |
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April 30 - May 1, 2010 London |
Current Developments in Valuation and Hedging in Incomplete Markets Helyette Geman, Professor of Finance at Birkbeck College, University of London and ESCP/EAP. Elyes Jouini, Distinguished Professor, Universite de Paris-Dauphine. Dilip Madan, Professor of Finance at the Robert H. Smith School of Business, University of Maryland. William Perraudin, Chair in Finance, Imperial College Business School. Cass Business School, City University London |
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May 5-9, 2010 Slovenia |
The Fifth General Conference on Advanced Mathematical Methods in Finance - AMaMeF 2010 University of Ljubljana Hotel Golf, Bled |
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May 28, 2010 Frankfurt |
Workshop on Quantitative Models for Commodities speakers include Prof Fred Benth, Dr Kay Pilz |
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June 17-18, 2010 Frankfurt |
Foreign Exchange Options Workshop Experts including Iain Clark, Antonio Castagna et al. MathFinance Event |
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August 19 - 20, 2010 Lausanne |
Financial Asset Management and Engineering (FAME) Program The FAME Program provides a unique experience in the modern practices of asset management and financial engineering. For four weeks practitioners are challenged to apply advanced thinking to investing in real world situations. It is this intense focus on application which allows the FAME program to achieve its singular impact. Swiss Finance Institute |
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| Ongoing Events | ||||
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Frankfurt |
Quantitative Events at Frankfurt School of Finance & Management The Quant Centre organises regular events and talks. Centre for Practical Quantitative Finance, Frankfurt School of Finance & Management |
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Frankfurt |
Investment Banking Colloquium at Frankfurt University Faculty of Economics and Business Administration at Goethe University |
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Wednesdays or Thursdays from 6:30 to 8 pm Frankfurt |
Frankfurt MathFinance Colloquium The Frankfurt MathFinance Colloquium is addressed to faculty and students of Frankfurt's Universities, the community of financial engineers and risk managers in Frankfurt and its neighborhood. MathFinance AG |
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| Previous Events | ||||
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February 2-3, 2010 London |
5th Annual CARISMA Conference 2010 The Interface of Behavioural Finance and Quantitative Finance CARISMA : The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University |
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February 1, 2010 London |
Pre-conference workshop News Analytics Applied to Trading, Fund Management and Risk Control CARISMA : The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University |
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January 20, 2010 Frankfurt |
Seminar on GPU-Accelerated Derivative Pricing and Risk Models SciFinance(R) automatically generates GPU-enabled pricing & risk model source code that runs up to 220x faster than serial code using NVIDIA(R) TeslaTM GPUs. Presented by SciComp Inc. and NVIDIA Corporation |
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January 18-20, 2010 The Netherlands |
9th Winter School on Mathematical Finance Training will be provided by a number of renowned international lecturers at the conference center "De Werelt" in the heart of the beautiful forest of the Veluwe. AMaMeF, NWO, Thomas Stieltjes Institute, MRI and CentER |
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December 14-19, 2009 Sydney |
Quantitative Methods in Finance - 2009 Conference University of Technology Sydney, Australia Amora Hotel Jamison Sydney, 11 Jamison Street, Sydney NSW 2000 |
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December 9-11, 2009 London |
Advanced C++ for Computational Finance with Daniel Duffy The goal of this three-day intensive hands-on course is to learn those advanced features in C++ that are of direct relevance to writing and extending applications for quantitative and computational finance. The course uses the object-oriented and generic (templates) programming models (OOP, GP) in combination with design patterns and the STL and boost libraries to allow you to create robust and flexible applications. Money Science |
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November 26 - 27, 2009 Frnakfurt |
Finance-Seminar: Fortgeschrittene Finite-Differenzen-Methoden mit Daniel Duffy Das Seminar bietet die wertvolle Gelegenheit, sich mit einem ausgewiesenen Experten, anderen erfahrenen Praktikern und Fachleuten von Deloitte über Treasury, Pricing und Risk Management auszutauschen. Deloitte & Touche GmbH, Financial Risk Solutions |
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November 17 , 2009 London |
Forum on Asset Liability Management Venue: MWB, Canada Square, Canary Wharf, London OptiRisk Systems |
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November 16 - 17, 2009 London |
Central Clearing and Counterparty Credit Risk with Jon Gregory A practical and intensive course covering counterparty credit risk and its role in the credit crisis and focusing on important related aspects such as collateral management and wrong-way risk. Money Science |
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November 9 - 13, 2009 Geneva |
Volatility and Correlation by Prof. Tim Bollerslev This course surveys the most prominent volatility and correlation techniques developed over the past two decades, along with their many practical uses ranging from asset and option pricing, portfolio allocation, risk measurement and management, to direct volatility and correlation trading. Swiss Finance Institute |
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