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8-12 May 2017

500+ quants shape the future of finance

The World's Leading Quantitative Finance Conference

Announcing Barcelona as the 2017 home of the global quant community

Learn from the latest expert insights of visionary quants and technical pioneers

The changing landscape of buy-side and how Fintech is transforming banking

Our two new summit days are a reflection of the changing face of the industry. Choose from either:-Quantitative Investment and Portfolio Strategies Summit: Leading asset managers and traders from the buy-side discuss challenges around implementing quantitative investment strategies. Topics include Volatility Trading, Portfolio Asset Management, Smart Beta and more. - Fintech & Disruptive Innovation Summit: Practitioners and innovators discuss practical applications of Fintech. Topics Include Big Data and Machine Learning, Quantum Computing, Blockchain and more.

The impending regulatory implications for banks and buy-side

- What are the need to know impacts of nascent regulations on the global quantitative landscape? - E-Trading and Regulatory Requirements: How do you ensure that your trading algorithms are fully compliant? - A fundamental review of the trading book: Is DCR a useful tool for risk management? - Changes to market risk capital for CVA under FRTB: Are there opportunities for more hedging in practice?

Master a topic by harnessing the knowledge of experts

Our 7 technical workshops are a hands-on approach to quantitative finance. In small groups, gain first-hand knowledge from technical thought leaders to expand your skillset. Workshops include:- Nonlinear Option Pricing- Initial Margin Methodologies- Volatility Modelling & Trading- Systematic Trading- Adjoint Methods And Algorithmic Differentiation For Greeks- Interest Rate Modelling In A Changing Derivatives Environment-Modelling & Pricing In Energy Markets

Join 500+ of the brightest minds in derivatives, trading and risk management

Sessions Over 5 Days
Brand New Speakers Never Before Seen At Global Derivatives
Technical Streams

A look back at Global Derivatives 2016

With more than 500 attendees and over 130+ sessions over 5 days, Global Derivatives 2016 in Budapest was bigger and better than ever. For more insights, videos, and coverage, go to Global Derivatives Live.

365 days of coverage at Global Derivatives Live

Risk managing XVAs in the real world

Focusing on cutting edge research and techniques in XVA, the discussions at Global Derivatives were guided by the key challenges surrounding XVAs, exposure hedging, credit risk hedging, index CDS and baskets, and proxy hedging.

Latest regulatory developments and implementations

During the first day of Global Derivatives 2016, conference participants had an opportunity to learn about the latest regulatory developments facing the world of quant finance today.

Good and not so good ideas in quantitative finance

It was standing room only at Tuesday morning’s breakfast session at Global Derivatives 2016, as Columbia University Professor Emanuel Derman stepped up to give his very personal thoughts on Good and not so good ideas in quantitative finance.

Alexander Antonov - what should we do about negative rates?

Alexander Antonov, quant of the year 2016 and Senior Vice President of Quantitative Research at Numerix dives into negative rates with Colin Williams, Director Of Business Development at D-Wave Systems. They discuss the effects of the central banks' policies on negative rates, the consequence for financial software, and the models that we should be using.

Top 5 tips to understand counterparty credit risk

Laura Ballotta, Senior Lecturer in Financial Mathematics, Cass Business School, offers her top 5 tips to be able to better understand counterparty credit risk.

Paolo Tasca: Will Blockchain change the world?

Paolo Tasca, Co-Director of the Centre for Blockchain Technologies at University College London, explains just how Blockchain is changing our world at Global Derivatives 2016.

5 full days of knowledge, networking and new opportunities

Stay Connected

via the MyGlobalDerivatives App: Browse the delegate list, access speaker presentations, set up 1-2-1 meetings and view the latest agenda with our app. You can also connect with peers two weeks before the event.

- Wide range of networking events: Drinks Receptions, Meet The Speaker Lunch Tables and Champagne Roundtables will enable you to nurture existing relationships and build new contacts.

Join the Debate

Global Derivatives Live is the place we share insight from our global network of industry veterans, researchers and practitioners. With live coverage direct from the event, subscribe to get the scoop on Global Derivatives in 2016. Discover the latest insights into the quant industry with our latest whitepaper

Lead the way for young quants

Bring your junior quants to Budapest to help us shape the future of Global Derivatives. Our specific junior quant stream, running on every day during the main conference, provides training through interactive sessions, small group discussions & introductory live demos.

Interested In Raising Your Brand At Global Derivatives 2017?

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