| Event Description: |
Meet 450 derivatives and risk management professionals all under one roof. Learn from 100+ speakers including:
Russell Abrams, Founder, TITAN CAPITAL GROUP
Jesper Andreasen, Global Head of Quantitative Research, DANSKE BANK
Vladimir Piterbarg, Global Head of Quantitative Analytics Group, BARCLAYS CAPITAL
Roger Bootle, Leading Authority on the World Economy and Former Chief Economist, HSBC
J. Doyne Farmer, Professor, SANTA FE INSTITUTE
Leif Andersen, Global Head GCIB Quantitative Research, BANC OF AMERICA SECURITIES
Peter Carr, Head of Quantitative Financial Research, BLOOMBERG
Jim Gatheral, Managing Director, MERRILL LYNCH
Alex Bernand, Global Head of Structured Credit Products, DEUTSCHE BANK
Dilip Madan, Professor of Mathematical Finance, ROBERT H. SMITH SCHOOL OF BUSINESS, UNIVERSITY OF MARYLAND
Michael Dempster, Professor Emeritus, UNIVERSITY OF CAMBRIDGE
Paul Glasserman, Jack R. Anderson Professor of Risk Management, COLUMBIA GRADUATE SCHOOL OF BUSINESS
Marco Avellaneda, Professor of Mathematics and Finance, NEW YORK UNIVERSITY & Senior Partner, FINANCE CONCEPTS
Vasilios Siokis, Chief Risk Officer, CHEYNE CAPITAL MANAGEMENT
John Hull, Maple Financial Professor of Derivatives & Risk Management, UNIVERSITY OF TORONTO
Boris LeBlanc, Deputy Head of Equity & Derivatives Research, BNP PARIBAS
Piotr Karasinski, Global Head of Quantitative Development, HSBC...and many more
PLUS new for 2009:
Even More Take-Away Learning with the Quantitative Problem Solving Working Groups Even More Practical Trading Focus
2009 quick-fire model showcase open to all attendees
Receive a 10% discount - use the attached registration form or quote VIP: KR2205ARR when you register.
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