The CQF Institute and Wilmott present their third annual Quant Insights conference this November. Held in the heart of Canary Wharf, London’s modern financial center, the conference will bring together leading practitioners to explore volatility modeling, looking at the latest strategies and new technologies used to model volatility.Book Ticket
Two internationally recognized brands; CQF Institute & Wilmott partner for the most topical quant conference of the year.
Quant Insights will have talks from experts in their field and a panel session discussing volatility in quant finance.
The conference offers an opportunity to network with like-minded professionals in the quant community.
Delegates can follow and participate in the conference proceedings from anywhere in the world with online tickets.
Paul is the founder of the Certificate in Quantitative Finance and Wilmott.com and he is internationally renowned as a leading expert on quantitative finance. His research work is extensive, with more than 100 articles in leading mathematical and finance journals, as well as several internationally acclaimed books on mathematical modeling and derivatives, including the best-selling Paul Wilmott On Quantitative Finance, published by John Wiley & Sons.
Laura holds a PhD in Mathematical and Computational Methods for Economics and Finance from the Università degli Studi di Bergamo (Italy). Her research interests focus on development of realistic models for asset prices, which also recognize the interdependence in place between them, and their applications to practical problems such as counterparty risk valuation.
Philippe is one of the founding partners of ITO33, which designs sophisticated derivatives pricing software for financial institutions. He is an Affiliate Professor at the Finance Department of HEC Paris. He holds a PhD in Finance from Stanford University. His research interests focus on risk management and the hedging and pricing of derivatives in incomplete markets. He is a director of Equinox Russian Opportunities Fund Limited, a hedge fund targeting the Russian capital markets.
Peter is a leading expert on jump risk in financial markets, author of the widely-read book Financial Modelling with Jump Processes, and of many publications on subjects ranging from risk management, option pricing and model calibration to stochastic control and commodity prices modeling. His interests include stochastic models and energy finance.
Avik has worked on risk and trading systems in investment banking of many years, mostly using Java interspersed with snippets of the exotic R and K languages. This left him wondering whether there were better things out there. Avik’s quest concluded with the appearance of Julia in 2012. He has been coding in Julia and contributing to it ever since. He is a core contributor to the language, maintains many of its packages and is the author of a book about high performance Julia.
David is Assistant Professor of Finance and Head of the Master of Science in Finance at the University of Neuchâtel, Switzerland, and Visiting Professor of Finance at Laval University, Québec City, Canada. He spent several years in the financial industry. He was senior analyst at aeris CAPITAL AG and head of research at Tolomeo Capital AG. In 2008, he received the Chorafas prize for his book Financial Risk Management with Bayesian Estimation of GARCH Models published by Springer. He is the author of several scientific articles and statistical packages. He holds an MSc in Applied Mathematics, a MAS in Quantitative Finance and a PhD in Financial (Bayesian) Econometrics.
Stefan Fink has a PhD in economics and has been working in quantitative finance roles for financial institutions throughout his career. Currently he is Senior Manager Advisory - Financial Risk Management at KPMG Austria. He has a focus on structured products pricing, as well as investigating robust credit risk modeling and macroeconomic projection techniques. He is also a renowned Finance and Economics Lecturer at Austrian universities and postgraduate training programs.
Iain Clark is the founder of Efficient Frontier Consulting Ltd, a quantitative analytics and risk consultancy. He was former Head of FX and Commodities Quantitative Analysis at Standard Bank and Head of FX Quantitative Analysis at UniCredit and Dresdner Kleinwort. He holds a PhD in applied mathematics and an MSc in financial mathematics. His employers and clients include Lehman Brothers, BNP Paribas, JP Morgan, CME Group, Byhiras, Zurcher Kantonalbank, Scotiabank and Commerzbank. Iain is the author of two Wiley Finance books - Foreign Exchange Option Pricing: A Practitioner's Guide (Wiley, 2011) and Commodity Option Pricing: A Practitioner's Guide (Wiley, 2014).
Pedro holds a PhD in Applied Mathematics from École Polytechnique and a Masters in Mathematics from the University of Lisbon. His experience includes teaching numerical analysis, programming and calculus at the University of Evry. Pedro has also worked on numerical approximation of partial differential equations (finite elements and finite differences) and has extensive experience as a developer, using C++, Java, C, Perl, Fortran, Visual Basic and C#. Over the past 15 years he has been in charge of support and product specification at ITO 33.
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