Book nowGlobal derivatives pricing, modelling, trading and portfolio risk management
Quant Congress Europe is the leading showcase for the latest innovations in the derivatives world and risk management. Risk Magazine’s annual flagship quantitative finance conference, provides an invaluable insight into quantitative strategies adopted by leading financial institutions to mitigate risk, manage portfolio risk and increase yield.
Over the past four years, the congress has provided a perfect meeting point for innovative new research, cutting-edge practical applications and invaluable insights and answers to the most urgent questions facing the quantitative finance community worldwide. Given market volatility and uncertainty, the 2008 event is likely to be especially interesting and important.
Quant Europe 2008 is a two-day two-streamed Congress focused on the most cutting-edge quantitative research being carried out in the field of derivatives modelling, hedging, quantitative trading and investment strategies by academics, leading banks, investment firms and hedge funds.
Every effort is made to develop the programme with academics and practitioners, to ensure that all information delivered is of the best quality and topicality; and reflects the high level of content also found in Risk Magazine.
Don’t miss a combination of keynotes, plenary discussions, panel sessions, case studies and master class presentations in four dedicated streams covering the following topic areas:
• Enhanced modelling and pricing of hybrid products
• Advanced quantitative technique for credit mitigation and risk management
strategies
• Latest innovations in pricing, modelling and derivatives trading
• Quantitative portfolio management and asset allocation