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Where did it all go wrong?: Wilmott Magazine Article (Excerpt)
Paul Wilmott 4584 Views

Dr. Paul Wilmott on how mathematical finance has become both boring and dangerous.


A Foreword to ?Noncommutative Geometry and Stochastic Calculus: Applications in Mathematical Finance?
Eric A. Forgy 3710 Views

Noncommutative geometry is a relatively new branch of mathematics pioneered by the Fields Medalist Alain Connes [1] during the early '80s. Since its inception, noncommutative geometry has established itself on the forefronts of modern research in mathematics and has been steadily etching a place for itself in theoretical physics. This is particularly true since the appearance of the influential paper by Seiberg and Witten [2], which as of the time of this writing has been referenced nearly a thousand times in just three years according to the preprint archive (http://www.arxiv.org). This marks an amazing explosion of noncommutative geometry onto the scenes of theoretical physics.

Global Derivatives Trading & Risk Management 2016 - Budapest - May 9-13th - 25% Wilmott Discount
Global Derivatives Trading & Risk Management is accelerating towards Budapest this May 9-13 with 100 confirmed quant-leading speakers already.

The biggest event in quant finance will be offering something for everyone with 13 technical streams that allow you to tailor your conference experience to your needs for this year.

Learn from the following comprehensive technical disciplines which run from May 10-May 12:

25% discount - VIP code: FKN2466WILEM2

AGENDA
SPEAKERS
WEBSITE
BOOK NOW


Global Derivatives Trading & Risk Management is accelerating towards Budapest this May 9-13 with 100 confirmed quant-leading speakers already.

The biggest event in quant finance will be offering something for everyone with 13 technical streams that allow you to tailor your conference experience to your needs for this year.

Learn from the following comprehensive technical disciplines which run from May 10-May 12:

Latest Regulatory Developments and Implementations

Michael Pykhtin
Manager, Quantitative Risk Management
Federal Reserve Board

Martin Baxter
Global Head of Quantitative Research
Nomura


Latest Innovations In Algorithmic & E-Trading

Paul Bilokon
Director, Markets Electronic Trading
Deutsche Bank

Zoltan Eisler
Co-Head of Execution
Capital Fund Management


Advances In Interest Rate Modelling

Fabio Mercurio
Global Head of Quantitative Analytics
Bloomberg L.P.

Gregory Pelts
Quant
BlackRock


New Ideas in Computational & Numerical Efficiency

Marco Bianchetti
Head of Fair Value Policy
Intesa Sanpaolo

Antoine Savine
Senior Quant Advisor
Danske Bank


Cutting Edge Research & Techniques In XVA

Massimo Morini
Head of Interest Rate and Credit Models
Banca IMI

Chris Kenyon
Director CVA/FVA Quantitative Research
Lloyds Banking Group


New Ideas in Volatility Modelling & Trading

Patrick Hagan
MD, Research
Gorilla Science

Jesper Andreasen
Global Head of Quantitative Research
Danske Bank


Advanced Developments In Option Pricing

Peter Carr,
Global Head of Market Modelling
Morgan Stanley

Pierre Henry-Labordere
Quant, Global Markets Quantitative Research
Société Générale


Key Developments in Credit Derivatives

Colin Turfus
Quantitative Analyst
Deutsche Bank

Daniela Selch
Quantitative Analytics Associate
Barclays


New Risk Management Models & Techniques

Michael Dempster
Professor Emeritus & Founder, Centre for Financial Research, Department of Pure Mathematics and Statistics
University of Cambridge

Hamid Arian
Risk Manager
Royal Bank of Canada


Latest Developments in FX & Commodity Derivatives

David Shelton
Global Head Of FX, Emerging Markets & Commodities Quantitative Strategies Group
Bank Of America Merrill Lynch

Valery Kholodnyi
Principal Quantitative Analyst
Verbund AG


New Innovations In Equity Derivatives

Hans Buehler
Global Head of Equities and Financing QR
J.P. Morgan

Andrey Itkin
Director, Senior Research Associate
Bank of America Merrill Lynch
CCR, Collateral & Central Clearing

Paul Glasserman
Professor
Columbia University

Evren Baysal
Director, Senior Quantitative Financial Analyst
Bank Of America Merrill Lynch


New Cutting Edge Model Developments

Wim Schoutens
professor of Financial Engineering
University of Leuven

Sergey Myagchilov
Investment Vice President
Prudential Insurance Company

Take a look at the full speaker list to date or 2016 agenda online now for more details.

Hungary for quant finance?

Hungary for quant finance | Saeed Amen, Managing Director & Co-founder of Thalesians, is a long-standing Global Derivatives attendee and expert. He gives a quant's view of Budapest, Global Derivative 2016's new location.

Read full article here

Visit the website for full details of the Global Derivatives 2016 programme, and make sure you register your place as soon as possible.

Registration is easy:
Call +44 (0) 20 7017 7200 Email: info@icbi.co.uk Book Online

We look forward to seeing you in Budapest in May!

Interested in getting involved with Global Derivatives 2016?

Showcase your products and expertise in our exhibition area, have your own product demo, or why not boost your brand awareness by being the Coffee House Sponsor or endorsing the Wi-Fi? Or cement existing relationships and meet new contacts by providing exclusive briefings and special events for your key clients and prospects. We are happy to discuss anything ? from the conventional to something more innovative or outrageous! Some branding opportunities are limited so don't miss out

Call Georgia on +44 (0)20 7551 9084 or email georgia.hood@informa.comgeorgia.hood@informa.com
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