Overcoming market challenges with advanced pricing, hedging and risk management techniques in the new financial era
Quant Congress USA is back! Risk Magazine is delighted to announce its 2012 event to take place on July 10-12th in New York. This annual conference will convene a speaker faculty of recognized international quantitative professionals from top financial institutions and academia offering you the most cutting-edge research in derivatives pricing and modeling, quantitative risk management and trading, capital measurement and many more, making this a congress one not to be missed.
This two day, two stream congress with two attached workshops aims to equip senior risk managers and quantitative researchers with both the practical advice and theoretical perspective. It is a must attend event for every quant professional.
Quant Congress USA will provide:
- Unrivalled networking opportunities with the most highly respected and leading authorities from global Quant communities
- A platform to share and discuss your innovations and research
- New research findings that can be implemented in your day-to-day strategies
- Latest developments in market risk management and measurement
- Analysis of trading and modeling challenges in the new regulatory landscape
- Evaluation of quantitative asset allocation strategies
- Tools for derivatives pricing and trading
Last years speakers included
- Robert Jarrow, Professor of Finance and Economics at Cornell University
- Darrell Duffie, Dean Writter Distinguished Professor of Finance at the Graduate School of Business of Stanford University
- Sanjay Sharma, Chief Risk Officer, Global Arbitrage and Trading at RBC Capital Markets
- Bruno Dupire, Head of Quantitative Research at Bloomberg
- Peter Carr, Managing Director, Global Head of Market Modeling at Morgan Stanley
- Dilip Madan, Professor of Mathematical Finance, Robert H. Smith School of Business at the University of Maryland
