Mathematical Finance: Global Derivatives
Global Derivatives & Risk Management 2008
Cutting-Edge Innovations In DerivativesModelling, Pricing, Hedging, Trading & Risk Management www.icbi-derivatives.com 19-23 May 2008, Paris, France SAVE UP TO £1,100 - REGISTER BY 15 FEBRUARY Dear Paul I'm pleased to announce that the draft programme is now available on the website. As the World's largest derivatives conference, Global Derivatives & Risk Management 2008 is the only event to focus on all types of major derivatives ? equity, credit, interest rates, fx, volatility, inflation, commodities and hybrids ? and the annual meeting point for the derivatives & risk management industry. After the incredibly successful 2007 event, with over 500 attendees, in 2008 we have expanded the programme and included even more NEW formats and features to bring you even more expert trading and quantitative analysis speakers and the latest research. Just some of the hot plenary panel topics include: * MODELLING THE PERFECT FINANCIAL STORM: Assessing How Well Trading Models Fared In The Recent Crisis And How Can They Be Improved To More Accurately Predict Future Market ShocksSudhir Chhikara, Director of Quantitative Investments, STARK INVESTMENTSAaron Brown, Chief Risk Officer, AQR CAPITAL MANAGEMENTAndrew Sterge, President, AJ Sterge Division, MAGNETAR CAPITAL * THE GLOBAL DERIVATIVES 2008 LEADING FINANCIAL MINDS TASK: Examining The Drivers Of Market Volatility And Understanding How More Effective Quantitative Risk Management Can Ensure Greater Financial StabilityRobert Shiller, Stanley B. Resor Professor of Economics, YALE UNIVERSITYMichael Hintze, CEO, CQS (UK) LLPDavid Modest, Managing Director, JP MORGAN CHASE * TALKING VOLATILITY: Volatility Trading In Today's Dynamic Marketplace: Examining New Products And New HorizonsEric Rosenfeld, Founding Principal, QUANTITATIVE ALTERNATIVES, LLCPav Sethi, Global Head of Volatility Trading & Arbitrage, CITADEL INVESTMENT GROUPMarco Avellaneda, Partner, FINANCE CONCEPTSGilles Dahan, Head of Equity Derivatives Trading EMEA, CITIGROUP Just some of the brand new features include:
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