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Risk Magazine is delighted to announce this year’s Quant Congress Europe, revealing the most cutting edge research and innovations in market risk management, derivatives modelling and trading.

This must-attend annual event is widely recognised as the meeting point for academics and practitioners in the quantitative finance community, and will shed new light on the models and strategies gaining importance in extreme market conditions.

Quant Congress Europe will deliver

• Network with and address your questions to the Quant community’s most highly respected and leading authorities from Europe
• Implement new research findings in your day-to-day strategies
• Understand counterparty risk valuation with hybrid models across asset classes
• Overcome trading and modelling challenges in the post-credit crunch world
• Evaluate quantitative asset allocation strategies for extreme markets
• Understand the pros and cons of listed and OTC derivatives markets
• Handle extreme events better by blending together principal components analysis with independent components analysis
• Discover advances in equity modelling by combining the best of Sato and Levy processes