Risk magazine brings you the very latest advances in
derivatives modelling and quantitative analysis. Quant
Congress Europe – the industry benchmark - is your live
version of these cutting edge papers. A showcase of latest
developments in derivatives valuation, quantitative risk
management, and analysis of trading and investment
strategies make this a must attend event for those who want
to stay informed – Accept no imitations.
Quant Congress Europe will provide you with the skills to meet the challenges created by increasingly complex exotic derivatives, structured products and trading strategies. Discover and learn from practical case studies focused on real-world solutions that can be readily applied within your own firm.
NEW for 2006 – Benefit from an advanced two-streamed agenda featuring specialised topic areas: Advanced strategies for pricing and hedging derivatives ■ Modelling and trading volatility and correlation ■ Valuation and risk management of hybrid products ■ Cutting-edge analysis of trading and investment strategies ■ Quant modelling and risk management of credit derivatives and structured credit
Quant Congress Europe will provide you with the skills to meet the challenges created by increasingly complex exotic derivatives, structured products and trading strategies. Discover and learn from practical case studies focused on real-world solutions that can be readily applied within your own firm.
NEW for 2006 – Benefit from an advanced two-streamed agenda featuring specialised topic areas: Advanced strategies for pricing and hedging derivatives ■ Modelling and trading volatility and correlation ■ Valuation and risk management of hybrid products ■ Cutting-edge analysis of trading and investment strategies ■ Quant modelling and risk management of credit derivatives and structured credit
Keynote speakers:
 Robert LittermanManaging Director, GOLDMAN SACHS & CO. |
 Ioannis KaratzasEugene Higgins Professor of Applied Probability, COLUMBIA UNIVERSITY |
Featuring the biggest names in quantitative finance including:
 Christian BluhmManaging Director, Credit Portfolio Management, Credit Risk Management, CREDIT SUISSE, ZURICH |
 Dariusz GatarekCredit Analyst, GLENCORE |
 John CrosbyGlobal Head of Quantitative Analytics and Research, LLOYDS TSB FINANCIAL MARKETS |
 Peter JaeckelGlobal Head of Credit, Hybrid, Inflation and Commodity Derivative Analytics, ABN AMRO |
PLUS: Don’t miss the separately bookable pre-congress seminar:
Correlation trading and risk management techniques - 10 October 2006
Correlation trading and risk management techniques - 10 October 2006
Quant Congress Europe advisory panel:
Stephen Blyth, Managing Director, European Arbitrage Trading, DEUTSCHE BANK
Vladimir Piterbarg, Head of Fixed-Income Quantitative Research, BARCLAYS CAPITAL –
Risk magazine’s 2006 Quant of the Year
Eric Reiner, Managing Director, Group Quantitative Risk Methodology, UBS
Sponsorship
opportunities
Sponsoring or exhibiting at Quant Europe 2006 will enhance your organisation’s presence and enable you to maximise your profile with the right audience. To discuss specific packages that could suit your individual requirements, please contact Katie Palisoul at +44 (0)20 7004 7518 or via email: sponsorship@incisivemedia.com
Sponsoring or exhibiting at Quant Europe 2006 will enhance your organisation’s presence and enable you to maximise your profile with the right audience. To discuss specific packages that could suit your individual requirements, please contact Katie Palisoul at +44 (0)20 7004 7518 or via email: sponsorship@incisivemedia.com
