Postponement- MathFinance Conference 2020
1-2 September, 2020
Marriott Hotel, Canary Wharf, London
In view of the uncertainty caused by the Coronavirus outbreak, MathFinance has decided to postpone its 20th annual MathFinance Finance conference to a later date in September to guarantee a safe and successful participation. The current situation in Europe is thankfully not as severe as the environment in South East Asia, however, we would like to follow the current advisory provided by various health organizations in this region to postpone any unnecessary travel at the moment.
In light of these events MathFinance will host the conference on 1st and 2nd September 2020. The location remains unchanged. We sincerely hope that our speakers who have already confirmed their attendance will join us later in September in London in order to make this event a resounding success.
We apologize for any inconvenience caused and we hope to see you in September 2020.
MathFinance Training Courses
MathFinance is excited to host its new training offerings for 2020. Throughout out the year we will be uploading new courses that will be offered at our new offices in Kaiserstrasse 50, Frankfurt am Main. In addition to the FX options course being taught by Dr. Uwe Wystup, we are currently offering three brand new courses on:
i) Interest Rate Derivatives – Pricing, Hedging, Structuring and Risk Management
ii) Equity Derivatives – Pricing, Hedging, Structuring and Risk Management
iii) FX Options Models: The Parsimonious Choice
The first two courses will be taught by Rubin Rajendram, who is an international expert on exotic derivative trading, pricing, analytics and risk management and is a frequent speaker at international conferences.
The third course is taught by Dr. Frederic Bossens, who is currently a director and senior quant at MathFinance, and has vast experience in the field of financial modelling and has co-authored several journal papers in the fields of financial derivatives pricing and control theory.
During the remainder of the year we will also be offering new courses on AI and ML applications in Quantitative Finance, so watch this space. For further details on our offerings please visit:
Treasury Bootcamp – organized by ASTC, Dubai
Barcelona, 6-10 April, 2020
This 5-Days intensive “Treasury Boot Camp “program designed especially for banking, investment companies and other financial institutions treasury professionals enriched with treasury best practices, FX, MM, Dealing, Derivatives, ALM, best models and techniques used and latest technology. You will also have the opportunity to meet fellow professionals from around the world and build relationships, exchange information and develop a great network that will support you in your on-going treasury career, sharing the knowledge and learn the best techniques.
WHO SHOULD ATTEND?
- Treasury managers
- Back and Middle Office operations
- ALM and investment Companies
- FX and Money Market professionals
- Auditors and Compliance Officers
- Risk managers, Finance Directors and Analysts
To know more about the course content and expert trainer, please click on this link.
MathFinance newsletter subscribers will receive a discount of USD 200 on this course plus other applicable discounts.
For additional enquiries please get in touch with:
Ali Danish | Director Training and Development
T +971 4 2211141 | M +971 52 8488764 E email@example.com
Introduction to QuantLib Development with Luigi Ballabio
In partnership with www.moneyscience.com
March 23-25, 2020 – London, 3-days
Cost: £1650 (excl. VAT)
Mathfinance Newsletter Subscribers – 10% Discount with code MFIN20
The goal of this three-day intensive hands-on course is to take a birds-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one’s own code can be fitted on top of QuantLib to reuse and benefit from provided functionality. The course will focus on QuantLib proper, i.e., on the C++ library and won’t cover extensions such as the Excel addin.
What do you learn?
- The overall design of the QuantLib library
- The rationale of its design and implementation
- The correct use of the main classes in the library
- The design and use of some of its framework, such as the tree and Monte Carlo frameworks
About the Speaker
Luigi Ballabio is senior quantitative developer at StatPro Italia srl, part of StatPro Ltd. He’s one of the founders, administrators and lead developers of the QuantLib project. He holds a Ph.D. In Applied Nuclear Physics from the University of Uppsala.
Further Information: http://bit.ly/quantlib2020
MoneyScience is collecting expressions of interest in order to extend our range of QuantLib-related training events. If you’d be interested in attending a course on QuantLib/Python, QuantLib/Excel we’d like to hear from you. Please help by completing the form at https://www.moneyscience.com/pg/quantlib/expression-of-interest.
Call for Papers
Special Issue on Artificial Intelligence, Machine Learning and Platform Innovation in Quantitative Finance (MathFinance Conference 2020)
Traditionally, Quantitative Finance has revolved around the development of parsimonious models that yield some economic understanding of financial markets. In recent years, there has been a change in this paradigm by embracing data-driven methods from AI and ML. Here are some reasons that explain this shift: greater amounts of financial data are available that require fast processing; financial analysis and computations are supplemented by non-financial data, such as textual data, in order to create new insights; data-driven methods allow to detect trends and market changes that would not be observed with a rigid model. At the same time, platform technology has taken over trading of spot and derivatives in financial markets. Pricing models, Greeks and risk calculation have to be faster and more accurate than ever before. The special issue welcomes contributions that explore innovative uses of AI / ML methods and platform technology in Quantitative Finance. These can involve economic, quantitative, computational and technological aspects.
Speakers and participants of the MathFinance Conference 2020 are encouraged to submit their work, but the special issue also welcomes contributions from the community.
Editors of the Special Issue
Prof. Dr. Natalie Packham, Berlin School of Economics and Law
Prof. Dr. Uwe Wystup, Managing Director, MathFinance
Instructions for Submission
For submission, authors are requested to access the access the Editorial Manager at the following URL: http://www.editorialmanager.com/dfin/default.aspx. Please answer ”Yes” when asked if your manuscript belongs to a special issue and select the special issue in the list that will pop up.
Potential authors are reminded that all papers that are finally accepted for this special issue will be subject to format restrictions complying with the publisher’s standards. To speed up publication, and to ensure a unified layout throughout the special issue, authors are kindly advised to use LaTeX. Springer’s LaTeX template (click here) can be used to prepare source files (please choose the formatting option ”smallextended”). Authors are highly recommended not to modify the class file by introducing personal settings and/or definitions.
- Deadline for paper submission: 30 April
- First-round decisions: 31 May
- Deadline for second-round submission: 15 July
- Final decisions: 31 August
About Digital Finance
The journal is a top tier peer-reviewed academic and practitioner journal that publishes high-quality articles with a focus on digital finance and innovation as well as on the analysis of digital and internet innovations on financial services and the economy. The journal publishes theoretical or empirical, qualitative or quantitative papers of interest to academics, practitioners, and regulators with the emphasis on empirical, financial market, and investment innovation, financial policy research and recommendations related to improving the welfare in the digital economy. Further details on this journal are available on the Springer website: https://www.springer.com/gp .