Newsletter - MathFinance Conference 2017 - MathFinance



Dear MathFinance Community,

we would like to take this opportunity to invite you to join us again at our next MathFinance Conference on April 20 – 21, 2017 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 2017 include:

  • Dr. Hans Bühler (JP Morgan – Global Head of Equities and Investor Services Quantitative Research): Discrete Local Volatility
  • Christoph Burgard (BAML- Head of Risk Analytics for Global Markets) – The Second Quantization of Banks
  • Prof. Dr. Matthias Fengler (University of St. Gallen): TBA
  • Wolfgang Hartmann (CEO – FIRM): TBA
  • Prof. Dr. Frank Lehrbass (FOM): Replacing VaR by ES – much ado about nothing?
  • Roel Oomen (Deutsche Bank – Global Co-Head of electronic FX spot trading): The practice of FX spot trading and competition amongst liquidity providers
  • Prof. Dr. Natalie Packham (Berlin School of Economics and Law): Current developments in model risk measurement
  • Prof. Rolf Poulsen (University of Copenhagen): How Accurately Did Markets Predict the GBP/USD Exchange Rate Around the Brexit Referendum?
  • Dr. Peter Quell (DZ Bank – Head of Portfolio Analytics for Market/Credit Risk): Adaptive Market Risk Measurement in the Trading Book
  • Dr. Wolfgang Scherer (Commerzbank – Head of Model Validation Credit Trading): Quantum Computing in Finance: Hype or Hyperspeed?
  • Dr. Sebastian Schlenkrich (dfine): Quasi-Gaussian Model for Model Validation and Pricing Analysis
  • Prof. Dr. Thorsten Schmidt (University of Freiburg): Unbiased estimation of risk measures
  • Dr. Peter Schwendner (ZHAW School of Management and Law): Sovereign Bond Network Dynamics
  • Dr. Manuel Wittke (Deloitte): TBA

Book your tickets now to avail of our prime price, at EUR 693 (+VAT) which ends on January 30, 2017.

You can still benefit from a discounted price of EUR 792 (+VAT) until 28th Feb. Academics pay EUR 495 (+VAT) at all times. Group prices (3 or more from the same institution) are at EUR 693 (+VAT) pp.

All information, including the speakers, talk abstracts, ticket prices etc. can be found here or check out our conference brochure.

Should you have any further questions please do not hesitate to contact us, either by email to or by calling +49 69 6783 17200.

If you do not wish to receive any further information please let us know.