Global 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.

Quant Congress Europe will deliver:

  • A MUST ATTEND event for those who want to stay informed about the current market, their impact on the industry and raising new business opportunities
  • RESEARCH-LED congress from across the globe including US, Europe and Asia; in-depth discussion with industry professionals and Advisory Board members to ensure that all information delivered is of the best quality and topicality; a live version of the cutting-edge session of Risk magazine
  • SPECIAL sessions from “Call for papers” from Risk Magazine
  • Over 30 sessions on the latest developments in quantitative finance led by leading practitioners and academics such as: Riccardo Rebonato, Dariush Mirfendereski, Alexander Schied,
    Arthur Berd, Carol Alexander, Ilia Bouchouev and Jerome Brun
  • A great platform from which to share and discuss your innovations and research

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.

    Co-sponsor