Events Archive

Event: Global Derivatives & Risk Management 2010
Date: May 17 - May 21, 2010
Location:
Hotel Concorde la Fayette

3, Place de Général Koenig

75850, Paris Cedex 17

France

The International Association of Financial Engineers is pleased to endorse:

Global Derivatives & Risk Management 2010

May 17 - May 21, 2010

Hotel Concorde la Fayette
3, Place de Général Koenig
75850, Paris Cedex 17
France

The Largest Derivatives Trading & Risk Management Conference

The World's Leading Conference For Pricing, Hedging & Risk Management Of Credit; Interest Rates; Equity; FX; Commodities; Inflation & Volatility Derivatives In Rapidly Changing & Turbulent Markets

With over 80 technical modelling sessions, 3 days of non-stop practical discussions, 90+ Heads Of Trading & Heads Of Quantitative Analysis speaking, 45 hours of networking and 6 in-depth workshops, Global Derivatives is the most comprehensive event in the industry!

Speakers Include:

Vladimir Piterbarg
Global Head of Quantitative Analytics Group
BARCLAYS CAPITAL
Vladimir will be
Determining The Effects Of Funding And Collateral In Derivatives Pricing

Jesper Andreasen
Global Head of Quantitative Research
DANSKE BANK
Jesper will discuss...
Stochastic Local Volatility Models

Bruno Dupire
Quantitative Research
BLOOMBERG
Bruno will shed light on
The Return(s) Of Super-Replication

Riccardo Rebonato
Head Of Front Office Risk Management & Head Of Quantitative Analytics, GBM
ROYAL BANK OF SCOTLAND
Riccardo will be
Fixing SABR’s Asymptotic Approximation

David Li
Chief Risk Officer
CICC
David will be exploring
A Risk Neutral Approach for the Gaussian Copula Credit Model

Alex Lipton
Global Head of Credit Analytics
MERRILL LYNCH
Alex will be discussing
The Theoretical & Practical Issues Around The Credit Value Adjustment

Peter Carr
Head of Quantitative Financial Research
BLOOMBERG
Peter will be showcasing his latest research on
Maximum Drawdown Derivatives

Dariush Mirfendereski
MD, Head Of Inflation Linked Trading
UBS
Dariush will explore
The Good, The Bad, And The Ugly Of Trading The Global Inflation Markets

Lorenzo Bergomi
Head of Quantitative Research, Global Markets
SOCIETE GENERALE
Lorenzo will discuss
Stochastic Volatility Smiles

Martin Baxter
Quantitative Analyst
NOMURA
Martin will offer insight on
CVA Pricing, Integrated With Funding And Own Credit

IAFE Members click here to login and obtain the IAFE Discount Code for a 15% discount

For more details and to register click here