*CALL FOR PAPERS IS NOW CLOSED*
Winners will be announced by 24th May
Risk welcomes the submission of technical articles to be presented at the Quant Congress Europe 2013
Acceptance criteria: originality and relevance in quantitative industry. Once received by the technical editor and his team, submissions are logged and checked against these criteria. Subsequently, the Congress advisory board will make its assessment of the submissions and a maximum of two articles will be selected for inclusion in the Congress programme.
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 3rd May 2013. Please send submissions to Joanna.Rejman@incisivemedia.com
Advisory Board who will be grading your paper:
- Damiano Brigo, Chair and co-Head of Group, Mathematical Finance, Imperial College, London
- Marco Bianchetti, Head of Financial Modelling and Validation, Risk Management, Market Risk, Derivatives Pricing, INTESA SANPAOLO
- Peter Carr, Managing Director, Global Head of Market Modeling, MORGAN STANLEY; Executive Director, Masters in Math Finance Program, Courant Institute, NYU
- Alex Lipton, Managing Director and Co-Head of the Global Quantitative Group, BANK OF AMERICA MERRILL LYNCH
- Marcos López de Prado, Head of Quantitative Trading, HESS ENERGY TRADING COMPANY
- Dilip Madan, Professor of Finance, ROBERT H. SMITH SCHOOL OF BUSINESS, UNIVERSITY OF MARYLAND
- Massimo Morini, Head of Interest Rate and Credit Models, Capital Markets - Financial Engineering, BANCA IMI
- Riccardo Rebonato, Head of Rates and FX Analytics, PIMCO
- Mauro Cesa, Technical Editor, RISK MAGAZINE
- Laurie Carver, Senior Staff Writer & Deputy Technical Editor, RISK MAGAZINE
