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.
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.
Philippe is one of the founding partners of ITO33, a company 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 the Graduate School of Business, Stanford University. His research interests focus on risk management and the hedging and pricing of derivatives in incomplete markets.
This two-day intensive training covers all technical topics relevant in the context of algorithmic trading:
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For a 15% discount for group bookings of three or more people, please email us at firstname.lastname@example.org
Discounts cannot be applied to priority premium member tickets
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Part of Fitch Learning, the CQF Institute is a global membership platform for educating and building the quant finance community.
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