MathFinance Conference 2014
At our next MathFinance Conference (14-15 April) we will learn about many current topics and problems of interest and how to attack them. Iain Clark and Jürgen Hakala will present new approaches with application to commodity and emerging markets, and particularly to regulated FX markets like EURCHF, USDHKD, USDCNY. This is beyond the commonly used Stochastic Volatility – Local Volatility mixed models ( SLV ). We will cover current state-of-the-art SLV in both theory and practice. Other talks will deal with model uncertainty and model risk , how to with the Clearing Obligation under EMIR besides many other current concerns. Jessica James will talk about Options performance. We will discuss derivatives business models in a panel discussion. Another panel will be on mainstream vs. the Austrian school of Economics, with Thorsten Polleit, chief economist at Degussa and derive our action points how to prepare for the next financial markets disaster.
Our top speakers include:
Dr. Patrick Büchel, Head of Counterparty Risk, Commerzbank
Dr. Antonio Castagna, Partner, Iason ltd
Dr. Iain Clark
Prof. Michael Dempster, Professor Emeritus, Cambridge University
Dr. Jürgen Hakala, Managing Director, Leonteq Securities
Dr. Stewart Hodges, Professor Emeritus, Cass Business School
Prof. Karel In't Hout, Associate Professor, University of Antwerpen
Prof. Jessica James, Head of FX Quants, Commerzbank
Dr. Frank Lehrbass, Head of Front Office, RWE Supply & Trading
Dr. Andreas Mainik, Manager, d-fine
Dr. Reiner Martin, Managing Director, Deutsche Asset & Wealth Management (DeAWM)
Dr. Elena Medova, Visiting Senior Fellow, Cambridge University
Dr. Andrea Odetti, Equity Quant, RBS
Dr. Natalie Packham, Assistant Professor, Frankfurt School of Finance & Management
Prof. Andrea Pascucci, Associate Professor, University of Bologna
Dr. Alexey Polishchuk, Senior Quant, Bloomberg
Alexander Raviol, Partner, Lupus Alpha Asset Management AG
Prof. Uwe Wystup, Managing Director, MathFinance AG
Download our Conference Handout.
Check out our webpage for all details!
We are currently offering our early bird price, book today to avail of this attractive offer!