QUANT INSIGHTS CONFERENCE:
Black-Scholes 50th Anniversary
14th June 2023
09:00 - 16:30 EDT
Globally Live-Online
Brought to you by
CQF Institute, Fitch Learning, and Wilmott
About the Conference
The Black-Scholes 50th Anniversary Conference took place on 14th June 2023. Attendees enjoyed talks from some of the biggest names in quantitative finance including Professor Myron Scholes, Dr. Paul Wilmott, Professor Laura Ballotta, and more.
Missed the conference? The conference recordings are available to watch now on the CQF Institute website.
Conference Schedule
14th June 2023
Virtual conference doors open - Familiarize yourself with the event platform
Welcome Remarks
Dr. Randeep Gug, Managing Director, CQF Institute
Some Derivations of the Black--Scholes Equation and What They Tell Us
Dr. Paul Wilmott, Founder, Certificate in Quantitative Finance (CQF)
Beyond Convexity
Dr. Jessica James, Senior Quantitative Researcher, Commerzbank
Hedging in the Age of Statistical Learning
Dr. Jörg Kienitz, Partner, Acadia
Break and Networking
Volatility Trading in the Oil Market
Dr. Ilia Bouchouev, Managing Partner, Pentathlon Investments
Renewing Black-Scholes: interpreting renewal waiting times
Professor Laura Ballotta, Professor of Mathematical Finance, Bayes Business School
Break and Networking
Imaginary Oscillations: Quantum Uncertainty and the Black-Scholes Formula
Dr. David Orrell, Principal, Systems Forecasting
Time and Black-Scholes-Merton
Elie Ayache, CEO, ITO33
Panel Discussion: From Theory to Practice: The Evolution of Quantitative Finance through Fischer Black’s Contributions
Professor Laura Ballotta, Professor of Mathematical Finance, Bayes Business School
Dr. Robert Litterman, Founder, Kepos Capital
Professor Emanuel Derman, Professor of Financial Engineering, Columbia University
Reflections on the Black-Scholes Model and its Applications (keynote speech)
Professor Myron Scholes, Chief Investment Strategist, Janus Henderson
Closing Remarks
Dr. Randeep Gug, Managing Director, CQF Institute
Conference Speakers
Confirmed speakers and panelists. Click on the images below to explore abstracts and biographies.
Conference Recordings
Conference recordings are available for all CQF Institute members.
Not a member? Become a basic member for free to watch the conference recordings now.
Conference Organizers
Quant Insights is presented by the CQF Institute, Fitch Learning, & Wilmott
Promoting the highest standard in practical financial engineering, the CQF Institute, part of Fitch Learning, is a global membership organization dedicated to educating and building the quantitative finance community. The CQF Institute is also the awarding body for the Certificate in Quantitative Finance (CQF) the world’s largest professional qualification in quantitative finance.
Part of the Fitch Group, Fitch Learning partners with businesses to help develop the future leaders of the financial services industry. Alongside centers in established financial hubs, Fitch Learning utilizes a best-in-class technology platform to deliver blended learning solutions that maintain the personal element of development.