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.
This two-day intensive training covers all technical topics relevant in the context of algorithmic trading:
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