The Conference is intended for
- all practitioners in the areas of
- quantitative or derivative research
- risk and asset management
- as well as academics in financial mathematics or general finance.
With a variety of topics under the broad categories of Markets, Investment and Numerics, this years’ Conference will feature
- Quantifying Credit Portfolio Losses under Multi-Factor Models
- The Fair Pricing under Local Stochastic Volatility
- Cross Currency Basis
- How Accurately Did Markets Predict the GBP/USD Exchange Rate around the Brexit Referendum?
- Applications of Machine Learning for Volatility Trading and Asset Allocation
- Corridor Variance Swap Spread
to name a few. Check our website for a detailed topic and speaker list.
World- renowned speakers, such as William McGhee (Global Head of Quantitative Analytics, NatWest), Artur Sepp (Quantitative Strategist, Julius Bär), Jürgen Hakala (Managing Director, Leonteq), Jessica James (Managing Director Senior Quant Researcher, Commerzbank), Adil Reghaï (Head of Quant Research Equities & Commodities, Natixis) and many others will present their works on 16th and 17th April in Frankfurt. For a full list of speakers, check here
All talks end with a Q&A sessions to encourage the participants to dive into the topic of the presenter. There are also plenty of breaks featuring book-signing sessions with Karel In’t Hout (Numerical Partial Differential Equations in Finance Explained) and Uwe Wystup (FX Options & Structured Products, 2nd Edition). After this, soak in the atmosphere and network at the cocktail reception and the following Conference dinner on 16th April.
Download our Brochure..
For sponsorship opportunities or if you wish to have tailor-made participation solutions for your firm, please contact email@example.com
We look forward to hearing from you!
Check out our video summary of last years’ Conference