Global Derivatives 2012

Marina, 19-21
08005 Barcelona, Spain

• More Speakers & Sessions Than Ever Before
  With new streams & more sessions, Global Derivatives 2012 will offer more choice and better value.

  Based on extensive industry research, the Global Derivatives 2012 agenda addresses the latest trends, innovations & challenges in quantitative finance. To reflect these latest advances this year’s agenda will include new topics & streams:

  • NEW sessions on inflation, mortgage derivatives, longevity bonds, negative rates & sovereign risk
  • NEW dedicated streams on FX & correlation modelling
  • NEW stream on VIX, 2nd generation volatility products, ETFs & other quantitative investment strategies
  • NEW focus on the changing nature of quantitative finance – examining how assumptions are being challenged, paradigms are shifting and quant finance is moving beyond perfect market theory.

  …as well as continuing to provide the latest cutting-edge research in volatility modelling, funding & discounting, CVA, credit derivatives, equity derivatives, risk management, interest rate modelling, commodities, regulation, computational efficiency & hybrid products.

Further information:
Telephone no.: +44 (0) 20 7017 7200     
Fax. +44 (0) 20 7017 7807          
Email address: info@icbi.co.uk
Event URL: www.icbi-derivatives.com