14 - 18 May 2018 | Lisbon Marriott
Quote VIP Code FKN2552WMTW for a 10% discount.
For more details and to register visit: https://goo.gl/6pdWeA
25 years celebrating the world's leading quant minds.
QuantMinds International – the new name for Global Derivatives Trading and Risk Management – is the world's largest quant finance event. Join 500+ Quants discussing topics including:
- Algo trading, e-trading and machine learning
- Interest rate modelling
- Option pricing and volatility
- CCR, collateral and central clearing
- Behavioural psychology
- Systematic investing strategies
- Innovations in data, modelling and quant finance
- Volatility modelling and trading
- Regulation and FRTB
- Approximation methods
- Computational and numerical efficiency
- Quant 2.0: Being a quant in the new era
- FX, commodities and trading innovations
- XVA techniques and advancements
- Risk management, model risk and liquidity
- Damiano Brigo, Chair and Co-Head of Group, Mathematical Finance, Imperial College, London
- Alexander Lipton, Founder and CEO, StrongHold Labs
- Emanuel Derman, Professor & Director of Financial Engineering, Columbia University
- Marcos López de Prado, Research Fellow, Lawrence Berkeley National Laboratory
- Manilo Torvato, Head of Quantitative Research, Lloyds Banking Group
- Nick Baltas, Head of R&D, Systematic Trading Strategies, Goldman Sachs
- Michael Pykhtin, Manager, Quantitative Risk, U.S. Federal Reserve Board
- Bruno Dupire, Head of Quantitative Research, Bloomberg L.P.
Monday 14 May - choose one of the following:
- QuantTech Summit
- Quant Invest Summit
- Volatility Workshop
- Modern Option Pricing
- Market Risk and the Fundamental Review of the Trading Book
- Hands-On Adjoint Coding
For more details and to register visit: https://goo.gl/6pdWeA