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Quant Congress Europe is an exciting forum where senior executives and high level academics examine the latest cutting edge issues across the quantitative analysis, trading, risk management and investment markets. The congress continues to bridge the gap between theoretical perspectives and practical challenges, creating an invaluable partnership between academia and industry. The most influential and respected individuals in the industry will examine significant new academic research, and give insight into the latest issues that the quantitative community is facing.

Exclusive speakers:

Carol Alexander Carol Alexander
Chair of Risk Management and Director of Research, ISMA CENTRE, BUSINESS SCHOOL, THE
UNIVERSITY OF READING

Lisa Borland Lisa Borland
Senior Research Scientist, EVNINE-VAUGHAN ASSOCIATES, INC

Jim Gatheral Jim Gatheral
Managing Director,
MERRILL LYNCH

Dilip Madan Dilip Madan
Professor of Finance,
UNIVERSITY OF MARYLAND

Fabio Mercurio Fabio Mercurio
Head of Financial Models,
Product and Business Development,
BANCA IMI
Quant Congress Advisory Board

Peter Carr, Head of Quantitative Financial Research, Bloomberg L.P. and Director of Masters in Math Finance Program, NYU COURANT INSTITUTE

Emanuel Derman, Professor and Head of the Financial Engineering Program, COLUMBIA UNIVERSITY

Ali Hirsa, Head of Analytical Trading Strategies, CASPIAN CAPITAL MANAGEMENT

Riccardo Rebonato, Global Head of CBFM Market Risk and Head of Quantitative Research & Quantitative Sales, FM, THE ROYAL BANK OF SCOTLAND GROUP

Philipp Schönbucher, Professor, ETH ZURICH

Steven Shreve, Professor of Mathematics, Department of Mathematical Sciences, CARNEGIE MELLON UNIVERSITY

The program focuses on four intensively researched areas:

DEVELOPMENTS AND STRATEGIES TOWARDS OPTIMAL PRICING AND HEDGING
ADVANCES IN CREDIT DERIVATIVES AND HYBRID STRUCTURES
QUANTITATIVE ISSUES IN DERIVATIVES TRADING
QUANTITATIVE ISSUES FOR HEDGE FUNDS AND INVESTMENT FIRMS

Also hear from:

Eric Benhamou, Head of Quantitative Research, IXIS CORPORTATE INVESTMENT BANK

Stefano Galluccio, Exotics and Hybrid Derivatives Trader and Head of Exotic Structuring, BNP PARIBAS

Marcus Overhaus, Managing Director, Global Head Quantitative Research and Structuring, Global Equity Derivatives, DEUTSCHE BANK

Bernd Scherer, Director and Head of Investment Solutions and Overlay Management, DEUTSCHE ASSET MANAGEMENT
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Visit Quant Congress USA at:
www.incisive-events.com/quantusa
Marketing Opportunities:
To find out how your organization could benefit from sponsoring or exhibiting at the Quant Congress EUROPE 2005, please contact Matthew Whitfield on +44 (0)20 7968 4607, or by email: sponsorship@incisivemedia.com
Please note: This site will be updated regularly, please visit again soon for more information.

Stream Sponsor

NumeriX

Quantster
Why attend the summit?
“Superb event; very good suite of speakers. Nice mix of ‘high concept’ perspectives as well as drilling down to the x’s and o’s”
Matt Carter, BUNGE GLOBAL MARKETS

“This event has helped me to catch up with the progress that the Quant community has been constantly achieving”
Amitava Dhar, SHELL


"Well-balanced composition of analytically rigorous theory and market-wise practical application”
David Mordecai, REL CAPITAL


“Very successful event!”
Terry Tse, DEUTSCHE BANK


“This is an excellent conference which brings industry practitioner and academic staff together”
Daniel Wang, WACHOVIA SECURITIES
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