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
With 130+ speakers, 13 streams, 2 summits and 7 workshops in 1 fantastic event.
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
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
With live coverage direct from the conference, plus expert insight from our global network of industry veterans, researchers and practitioners, this is where you’ll get the scoop on global derivatives.
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.
5 full days of knowledge, networking and new opportunities
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?
As an event partner, we'll help you forge new business relationships, share your experiences and position yourself as a go-to firm in your sector. Don't miss your chance to get involved! For a bespoke package, contact Georgia Hood on email@example.com or call: +44 (0) 20 7551 9084