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Event

Event: Quant Congress USA
Date: July 8-10, 2008
Location:
New York Marriott Downtown
85 West Street (At Albany Street)

The International Association of Financial Engineers is pleased to endorse

Quant Congress USA

July 8-10
New York Marriott Downtown
85 West Street (At Albany Street)

Keynote and Plenary Addresses:

• Robert Jarrow, Professor of Finance and Economics Johnson Graduate School of Management, Cornell University
• Ioannis Karatzas, Professor, Department of Mathematics, Columbia University
• Alexander Lipton, Managing Director, Global Head of Credit Analytics, Global Derivatives Analytics, Merrill Lynch

Speakers Include:

• Vineer Bhansali, Managing Director, Portfolio Manager and Head of Analytics, Portfolio Management, PIMCO
• Aaron Brown, Risk Manager, AQR CAPITAL MANAGEMENT
• Peter Carr, Head of Quantitative Financial Research, BLOOMBERG
• Emanuel Derman, Head of Risk, PRISMA CAPITAL PARTNERS; Professor, COLUMBIA UNIVERSITY
• Jim Gatheral, Managing Director, MERRILL LYNCH
• Jon Gregory, Global Head of Credit Derivatives Research, BARCLAYS CAPITAL
• Igor Halperin, Vice President, Quantitative Research, JP MORGAN
• Peter Jaeckel, Global Head of Credit, Hybrid, Inflation and Commodity Derivative Analytics, Quantitative Analytics, ABN AMRO BANK
• Christian Bluhm, Managing Director, Head Credit Portfolio Management, Credit Risk Management , CREDIT SUISSE
• Lisa Borland, Head of Derivatives Research, EVNINE AND ASSOCIATES
• Greg van Inwegen, Managing Director, Chief Investment Risk Officer, IVY ASSET MANAGEMENT
• Attilio Meucci, Senior Vice President, LEHMAN BROTHERS
• Antonio Garcia Pascual, Financial Economist, Monetary and Capital Markets Department, INTERNATIONAL MONETARY FUND
• Michael Pykhtin, Vice President, Risk Architecture, BANK OF AMERICA
• plus many more...

Event Description:

Quant Congress USA is the premier meeting point for quantitative finance professionals searching for the latest cutting-edge information from academics, risk professionals and industry leaders. With almost 200 of your peers attending last year, this is the premier event for you and your colleagues.

Just some of the themes under the spotlight include:

• Enhanced modeling, pricing, hedging and derivatives trading
• Advanced quantitative techniques for risk measurement, valuation and management
• Innovative strategies in credit derivatives modeling, risk measuring and management
• Latest innovations in quantitative portfolio management and asset allocation

Plus - 2 separately bookable post-congress seminars on July 10

• Modeling, pricing and hedging in commodity markets - Led by: Andrea Roncoroni, Essec Business School, Bocconi University and Politecnico - click here for details
• A practical guide to volatility trading and risk management techniques - Led by: Bruno Dupire, Bloomberg, Eric Liverance, UBS and Michael Johannes, Columbia Business School - click here for details