What is the most important personality trait of a quant?

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We asked attendees and speakers at Global Derivatives Trading and Risk Management 2014 what they thought was the most important personality trait of a quant – watch the clip below to find out what they said!

Upcoming events: Global Derivatives USA 2014, November 17 – 21, Swissôtel Chicago

Global Derivatives 2014: The 30 Second Pre-Conference Interview

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To give you a flavour of what is to come at Global Derivatives 2014 next week, we have compiled some ‘short, sharp’ interviews for your enjoyment. Hear from Fabio Mercurio, Bloomberg; Alexander Denev, CloudRisk and Damiano Brigo, Imperial College London. Fabio and Damiano are both presenting during Stream B on 14th May – ‘Funding, Liquidity…

Damiano Brigo & Andrea Pallavicini: Funding Costs and Counterparty Credit Risk FAQ

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With a little under a fortnight to go until Global Derivatives Trading & Risk Management 2014 we bring you a special paper from popular speakers Damiano Brigo of Imperial College London and Andrea Pallavicini of Imperial College London/Banca IMI. This paper is presented as a dialogue or Q&A, covering some of the most pertinent topics on Funding & Counterparty Risk….

Are Digital Technologies Changing Our Minds?

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On the third day of the main conference at Global Derivatives 2014 we will be bringing you something a little different: a debate, electronic polling and special guest addresses from Bruno Dupire and Baroness Susan Greenfield. This is all with the aim of celebrating Global Derivatives’ 21st birthday!  This week we share an article by…

Artur Sepp: Global Derivatives 2014 Preview

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This week we share a short taster of the work being presented by Artur Sepp, Bank of America Merrill Lynch. Artur is a popular speaker at Global Derivatives each year. In 2014 he will be speaking during Stream A on Day 1 of the main conference: New Volatility Modelling & Trading Techniques. His title is…

A Storyteller’s Tips and Tricks – By Lisa Lipkin

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On the second day of the main conference at Global Derivatives 2014, 13th May, Global Derivatives is hosting a brand new session The Rising Stars Of Quantitative Finance. This unique session is a showcase of attendees’ work and offers registered delegates their opportunity to shine in front of the Global Derivatives community. Work will be presented…

Speaker Showcase: Alexander Sokol & Dr Uwe Naumann

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This week, the Global Derivatives blog showcases the work of two of its speakers! Firstly, Alexander Sokol, CEO & Head Of Quant Research, COMPATIBL. Alexander will be presenting during Stream C – The Latest Innovations In CVA & FVA on 13th May. Secondly, we highlight the research of Uwe Naumann, Professor Of Computer Science, RWTH…

Darrell Duffie: Central Clearing and Collateral Demand

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Darrell Duffie of STANFORD UNIVERSITY is arguably one the most well-known names in risk management. With the recent regulatory influx in the OTC Derivatives space he is increasingly becoming someone of very real relevance to the quantitative finance industry. Darrell will be giving a guest address at Global Derivatives on the first day of the main…

What I’m looking forward to at Global Derivatives USA 2013

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In this post we share Conference Director Marie Houghton’s’ picks for the upcoming Global Derivatives USA conference: Global Derivatives USA is just around the corner and I am looking forward to seeing many of you in Chicago. Given that there is a whole 4 day programme, 70 speakers and 30+ hours of content-led sessions   it’s really hard to…

Damiano Brigo On Recent Evolutions in Financial Modelling

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In this interview filmed at Global Derivatives 2013, Damiano Brigo, Professor & Co-Head Of Mathematical Finance, Imperial College London discusses recent evolutions in financial modelling. He examines how over the last few years there has been a shift from complex products designed on single assets classes or single risks to simple products embedding more complex…