Event detail

Name: The 14th Quantitative Finance Conference

From: 26 Sep 2018

To: 28 Sep 2018

Address: Hotel Aston La Scala Nice, France

Organizer: WBS Training

Key speakers: Jesper Andreasen, Global Head of Quantitative Research, DANSKE BANK Riccardo Rebonato, Head Of Interest Rate & FX Analytics, PIMCO Michael Pykhtin, Manager of Quantitative Risk, Federal Reserve Board Abdel Lantere, Data Scientist & Quantitative Consultant, HSBC Alexei Kondratyev, Managing Director Financial Markets, Standard Chartered Bank Georgios Papaioannou, Trading Strategist, Bank of America Merrill Lynch Vacslav Glukhov, Executive Director of Linear Quantitative Research of Global Equities, J.P. Morgan Miquel Noguer Alonso, Adjunct Assistant Professor, Columbia University Pierre Henry-Labordere, Quant of Global Markets Quantitative Research, Société Générale

Web page: https://wbstraining.com/php/conferences/?id=63

Pricing: - variable

Description: Streams:

Thursday 27th September 2018

XVA, MVA & Initial Margin Stream
Machine Learning & Quantum Computing Techniques Stream
Volatility & Modelling Techniques Stream

Friday 28th September 2018

XVA, AAD, MVA & Initial Margin Stream
Machine Learning & Quantum Computing Techniques Stream
Volatility & Modelling Techniques Stream

Wednesday 26th September: Workshops:

Machine Learning in Finance: A Practical View by Miquel Noguer Alonso: Columbia University

Machine Learning Applications in the XVA Space by Andrew Green: XVA Lead Quant, Scotiabank

Advanced Adjoint Algorithmic Differentiation (AAD) by Uwe Naumann: RWTH Aachen University

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