The two-day, twin streamed agenda coupled with 2 separately bookable post congress seminars make this the premier congress for all quantitative finance professionals. To ensure you get the most value out of your attendance at the congress we work closely with the industry leaders to develop the most relevant agenda for your needs
Advisory Board Members for 2012 are:
Peter Carr, Managing Director, Global Head of Market Modeling, MORGAN STANLEY; Executive Director, Masters in Math Finance Program, Courant Institute, NYU
Rama Cont, Director, Center for Financial Engineering COLUMBIA UNIVERSITY
Danny Rodriguez, Chief Risk Officer, Equities Division, Americas, CREDIT SUISSE
John C. Hull, Professor of Derivatives and Risk Management, JOSEPH L. ROTMAN SCHOOL OF MANAGEMENT UNIVERSITY OF TORONTO (Risk Awards 2011, Lifetime Achievement)
Eric Reiner, Managing Director, Group Market Risk, UBS
Keynote Speakers
Plenary Speakers
Guest Speaker
Speakers
Managing Director, Global Head of Market Modeling, MORGAN STANLEY; Executive Director, Masters in Math...
Director, Mathematics in Finance Masters program Courant Institute of Mathematical Sciences, NYU
Chief Risk Officer, CREDIT SUISSE
Seminar Speakers
Co-Founder and Head of Research, QUANTITATIVE BROKERS and Visiting Scholar and Adjunct professor in Financial...
Professor of Mathematics, Courant Institute of Mathematical Sciences, NYU (Risk Awards 2010, Quant of...
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