Event: Quant Congress USA
Date:Tuesday, July 13 - Wednesday, July 14, 2010
The Westin New York
at Times Square
The International Association of Financial Engineers is pleased to endorse
Quant Congress USA is the leading showcase for the latest developments in the derivatives world and risk management. Risk Magazine's annual conference, provides an invaluable insight into quantitative strategies adopted by leading financial institutions to mitigate risk, manage portfolio risk and increase yield.
Over the past years, the congress has provided a perfect meeting point for new research, cutting-edge practical applications and invaluable insights and answers to the most urgent questions facing the quantitative finance community worldwide. Given market developments, the 2010 event is likely to be especially interesting and important.
The Quant USA 2010 two-day two-streamed congress is focused on the most cutting-edge quantitative research being carried out in the field of risk management, derivatives modelling, pricing, quantitative trading and latest investment strategies by academics, the leading banks, investment firms and hedge funds.
This conference is produced in close consultation with respected academics and practitioners, to ensure that all information delivered is of the highest quality and topicality.
Don't miss a combination of keynotes, panel session, case studies, round tables and master class presentations in four dedicated topic areas:
· Quantitative modeling, pricing and derivatives trading
· Regulation, risk management and latest quantitative techniques
· Best practice in credit derivatives modeling and market risk
· Latest developments in the quantitative portfolio risk management
Plus two separately bookable pre-congress seminars