22nd MathFinance Conference
21-22 March 2022
Venue: WebEx
MathFinance hosts the annual conference which is tailored to the quantitative finance community acting again as the bridge between investment banking and academic research in mathematical finance. In 2022 for its 22nd year running, due to the ongoing travel and meeting restrictions, we will host our 22nd conference also in a digital format, which allows participants from all over the world to join in.
Providing cutting-edge research and brand-new practical applications, the conference is intended for practitioners in the areas of trading, quantitative or derivative research, risk and asset management, insurance as well as for academics studying or researching in the field of financial mathematics.
This year the theme of the conference lies around rough volatility, crypto derivatives, market regimes, volatility modeling, climate finance, market data, stable Monte Carlo Greeks, etc. This year we are especially pleased to welcome very distinguished speakers from the quantitative finance world such as:
Josef Teichmann, ETH Zürich
Blanka Nora Horvath, King’s College London
Antoine Jacquier, Imperial College London
Peter Tankov, ENSAE, Institut Polytechnique de Paris
Torsten Langner, Y8
Caroline Mauron, OrBit Markets
Nathalie Packham, Berlin School of Economics and Law
Stefan Ebenfeld, Deloitte
Christian Bayer, Weierstrass Institute Berlin
Stefano De Marco, Ecole Polytechnique Paris
Mathieu Rosenbaum , Ecole Polytechnique Paris
Antoine Jacquier, Imperial College London
Bastian von Harrach, Goethe University Frankfurt
Wolfgang Eholzer, Eurex Frankfurt AG
Karel in’t Hout, University of Antwerp
Adil Reghai, Natixis
Mauricio I. G. Evans, BCC Group
Markus Hertrich, Bundesbank
Eva Meyer, BNP Paribas
Hannah Helmke, right. based on science
Thomas Barrau, AXA
Agatha Murgoci, Ørsted
Alex Pannier, Imperial College
Thorsten Schmidt, MathFinance
Additionally, we will also have a panel discussion on climate finance and the challenges faced in the quantitative finance industry. A blend of world-renowned speakers ensure that a variety of topics and issues of immediate importance are covered. This event is a must for all quantitative finance professionals.
Sponsors
Media Partner
Affiliate Partner
MathFinance Conference 2019
MathFinance Conference 2018
MathFinance Conference 2017
Testimonials
MathFinance is a very strong group of people prepared in numerous quantitative finance topics. Their annual conference in Frankfurt represents a bridge between academics and industries. During this event it is possible to build a network of contacts with professionals (Quants) and professors of prestigious Universities of the world, with whom to discuss concrete applications of new quantitative methods and trading strategies. It is certainly an annual event not to be missed.
Enjoyable atmosphere, lots of networking, expert speakers, way to learn developments in the industry
The MathFinance conference provides an excellent environment to learn about recent developments and networking with leading experts from both industry and academia
The conference is a great opportunity to meet interesting people and develop new ideas on recent market trends. Special thanks to the organizers, they did a very good job