Call for papers

Risk welcomes the submission of technical articles to be presented at the Quant Congress Europe 2011.

Core areas of interest include:

• Market and credit risk management
• Stress testing and scenario analysis
• Volatility modelling
• Performance tools and risk measurements
• Pricing of counterparty risk
• Capital management, liquidity risk
• Asset allocation (correlation, diversification aspects)
• Algorithmic trading

Acceptance criteria: originality and relevance in quantitative industry*

Submission requirements: At this stage, a working title, subject area, brief description of the proposed content (a full abstract - maximum 200 words per abstract) and at least three bullet points.

The closing date for papers submission is 10 June 2011. Please send submissions to karenina.loayza@incisivemedia.com

Advisory Board:

• Jesper Fredborg Andreasen, Global Head of Quantitative Research, Danske Bank
  
• Damiano Brigo, Gilbart Chair of Financial Mathematics, King's College, London
  
• Lorenzo Bergomi, Ph.D, Head of Quantitative Research, Global Markets
  
• Peter Carr, Managing Director, Morgan Stanley 
• Vladimir Piterbarg, Managing Director, Head of Quantitative Analytics, Barclays Capital