Quant Congress USA
Risk magazine is delighted to announce the 12th annual Quant Congress USA 2014 is taking place in July in New York.
Quantitative finance has taken on several new challenges in the past five years, and has been forced to re-write from scratch some of its paradigms.
We now live in a multi-curve world where the risk-free rate is no longer a fundamental ingredient in pricing models. Trades are collateralized. Deals need to take counterparty credit risk into account. However, in this new environment several issues are still open and the debate is on-going.
Quant Congress USA 2014 is a premier industry event to discuss emerging trends in risk and covers latest quantitative research which will be presented by senior quants from leading financial institutions and universities, including Risk's Quant of the Year winners gathering in July to share their latest finding and best practice.
2014 Quant Congress USA Advisory Board Members:
- Vineer Bhansali, Managing Director, Portfolio Manager, PIMCO
- Peter Carr, Managing Director, MORGAN STANLEY
- John C. Hull, Maple Financial Chair in Derivatives and Risk Management, Joseph L Rotman School of Management, UNIVERSITY OF TORONTO
- Marcos Lopez de Prado, Head of Quantitative Trading, HESS ENERGY TRADING COMPANY, and Research Affiliate, LAWRENCE BERKELEY NATIONAL LABORATORY
- Dilip B. Madan, Professor of Finance at the Robert H. Smith School of Business, UNIVERSITY OF MARYLAND