Advancing the Field of Quantitative Finance
formerly the IAFE

Event: Quant Congress Europe
Date:Monday, November 07 - Wednesday, November 09, 2011
Location:
Sofitel, St James

6 Waterloo Place

London, SW1Y 4AN

England


The International Association of Financial Engineers is pleased to endorse

Quant Congress Europe

 

Risk magazine is delighted to host the 7th annual Quant Congress Europe conference, showcasing the latest innovations in quantitative modelling for pricing, risk management and trading as well as the impact of recent regulation for the European market.

This year's conference will feature a well-balanced programme with cutting-edge academic research, practical insights and solutions from practitioners in the financial industry. A combination of keynotes, plenary discussions, panel sessions, case studies and masterclass presentations over three days make Quant Congress Europe the must-attend event of the year.

Conference highlights:

  • Latest developments in market and credit risk management and measurement
  • Analysis of trading and modelling challenges in the new regulatory landscape
  • Credit and counterparty risk
  • CVA and DVA
  • Managing model risk and model validation
  • Evaluation of quantitative portfolio management strategies
  • Tools for derivatives pricing and trading
  • Champagne Roundtables: discuss contingent capital, volatility, credit, inflation risk, regulation and liquidity with industry experts

Confirmed speakers include:

  • Dilip Madan, Professor of Mathematical Finance, Robert H.Smith School of Business, UNIVERSITY OF MARYLAND (Winner of Risk Quant of the Year, 2008)
  • Claudio Albanese, Visiting Professor, KING'S COLLEGE LONDON
  • Robert Almgren, Visiting Scholar and Adjunct professor in Financial Mathematics Courant Institute of Mathematical Sciences NEW YORK UNIVERSITY
  • Peter Carr, Managing Director, Global Head of Market Modeling, MORGAN STANLEY; Executive Director, Masters in Math Finance Program, Courant Institute, NYU (Risk Awards 2003, Quant of the Year)
  • Richard Goulding, Group Chief Risk Officer, STANDARD CHARTERED BANK
  • Jesper Fredborg Andreasen, Global Head of Quantitative Research, DANSKE BANK (Risk Awards 2001, Quant of the Year)
  • Michael Preisel, Chief Quantitative Officer, Quantitative Research, ATP

Click here for the full program and to register