MATHFINANCE CONFERENCE ON APRIL 16 / 17, 2018 IN FRANKFURT
Dear MathFinance Community,
as past participants of our events, we would like to take this opportunity to invite you to join us again at our next MathFinance Conference on April 16 – 17, 2018 in Frankfurt.
MathFinance Conference has been successfully running now since 2000 and has become one of the top quant events of the year. The conference is specifically designed for practitioners in the areas of trading, quantitative and derivatives research, risk and asset management, insurance, as well as academics.
As always, we expect around 100 delegates both from the academia and the industry. This ensures a unique networking opportunity which should not be missed. A blend of world renowned speakers ensure that a variety of topics and issues of immediate importance are covered.
Our confirmed speakers for 2018 include:
- Dr. Tomasz Bielecki (Illinois Institute of Technology)
- Dr. Jürgen Hakala (Leonteq)
- Prof. Jessica James (Commerzbank): Cross Currency Basis – what drives it?
- Dr. Christian Kappen (d-fine): Approximating MVA along Low-Dimensional State Spaces
- Bryan Liang (Bloomberg): Volatility Modelling/Derivatives Pricing
- Dr. Jacopo Mancin (Barclays): Volatility Swaps: PDE Pricing Improvements for LSV Frameworks
- Dr. William McGhee (NatWest Markets): Machine Learning in Quantitative Finance
- Bereshad Nonas (Scope Ratings): Estimation of Hedge Fund Performance
- Prof. Rolf Poulsen (University of Copenhagen): How Accurately Did Markets Predict the GBP/USD Exchange Rate Around the Brexit Referendum?
- Adil Reghaï (Natixis): The Fair Pricing under Local Stochastic Volatility
- Artur Sepp (Julius Bär): Applications of Machine Learning for Volatility Trading and Asset Allocation
- Uwe Wystup (MathFinance): FX Volatility 101 Exam
- Symposium on “Computational Finance” organized by Prof. Karel int’ Hout (University of Antwerp)
All information, including the speakers, talk abstract, ticket prices etc. can be found here.
Book your tickets now to avail of our prime price, at EUR 735 (+VAT) which ends on January 31, 2018.
You can still benefit from a discounted price of EUR 840 (+VAT) until 28th Feb. Academics pay EUR 525 (+VAT) at all times. Group prices (3 or more from the same institution) are at EUR 735 (+VAT) pp.
We are also pleased to once again host a poster session at the Conference. This is an excellent opportunity, particularly for doctoral and post-doctoral students to present their research results to a broader community of academics and professionals.
- Registration ends on January 15, 2018
- Submission of posters latest by February 23, 2018
- Winner Award on March 12, 2018
Our independant jury consisting of
Prof. Dr. Natalie Packham, Professor of Mathematics and Statistics, (Berlin School of Economics and Law)
Dr. Michael Einemann, Risk Methodology Specialist, (Deutsche Bank)
Prof. Dr. Andrija Mihoci, Professor of Statistics and Econometrics, (Technical University Cottbus)
will nominate the best five posters to be presented at the conference. Participation in the Conference is mandatory for exhibiting the posters.
The winner of the best poster will receive free admittance to the whole conference.
Poster size should be A1 (841 x 594 mm /33.1 x 23.4 in). Please submit your ideas as a pdf document to firstname.lastname@example.org.
Should you have any further questions please do not hesitate to contact us, either by email to email@example.com or by calling +49 69 6783 17200.
Your MathFinance Team