Event detail

Name: MathFinance Digital Conference 2020

From: 01 Oct 2020

To: 01 Oct 2020

Address: Germany

Organizer: MathFinance

Key speakers: Dr. Bruno Dupire, Head of Quantitative Research at Bloomberg, Dr. Antoine Jacquier, Senior Lecturer in Mathematics/ Director MSc Mathematics and Finance at Imperial College London, Dr. Adil Reghai, Head of Quantitative Research, Equity and Commodity Markets at Natixis Dr. Nils Detering, Assistant Professor, Department of Statistics & Applied Probability at University of California

Web page: https://www.mathfinance.com/events/mathfinance-conference-2020/

Pricing: €80.00

Description: IMPORTANT NOTICE: In view of the uncertainty caused by the Corona-virus outbreak, MathFinance has decided to postpone its 20th annual MathFinance Finance conference to 1st October as well as host the conference online.
MathFinance hosts the annual conference in Frankfurt which is tailored to the quantitative finance community. For 2020 and it’s 20th year running, we are moving our conference to a digital format. This edition will combine our Frankfurt conference along with the Asian conference providing attendees and speakers an opportunity to interact with each other around the globe, Providing cutting-edge research and brand new practical applications, the conference is intended for practitioners in the areas of trading, quantitative or derivative research, risk and asset management, insurance as well as for academics studying or researching in the field of financial mathematics.
This year the theme of t lies around Artificial Intelligence and Machine Learning in the field of Quantitative Finance as well as quantitative finance subjects with a specific focus on FX Derivatives. This year we are especially pleased to welcome very distinguished speakers from the quantitaive finance world such as:
– Dr. Bruno Dupire : He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Itô Calculus (framework for path dependency) in 2009
– Dr. Jesper Andreasen: He is aka “ Kwant Daddy” who received the Risk Magazine’s Quant of the Year award in 2001 alongside other distinguished speakers from the world of finance and academics.
A blend of world renowned speakers ensure that a variety of topics and issues of immediate importance are covered. This event is a must for everyone in the quantitative financial industry.


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