QUANTMINDS INTERNATIONAL CONFERENCE

Written on 30 January 2018.


This May, the world's leading quantitative finance conference brings together about 500 global quant experts from banks, buy-side, regulators, silicon valley and academia in Lisbon and more than 130 expert speakers will guide delegates through the most pressing challenges facing quants today.

Amongst these speakers, Riccardo Rebonato, Professor of Finance at EDHEC Business School and author of journal articles and books on Mathematical Finance covering derivatives pricing, risk management and asset allocation.

In a first session entitled Systematic Investing Strategies, Prof. Rebonato will introduce Smart beta in treasuries: Value and momentum revisited and in a second session Innovations In Data, Modelling & Quant Finance, he will discuss an extension of the Heston Model for P and Q measure modelling of FX options.

In the session XVA Techniques & Advancements, the EDHEC PhD in Finance graduate (2016), Dr Rodney Hoskinson, Associate Director at ANZ Bank (Singapore) will look at several approaches to the problem of KVA for CVA capital under the final Basel III framework released in December 2017 for his presentation entitled Approximation methods for KVA under FRTB expected shortfall.

Access the conference agenda

See Also

(Invitation) Inauguration of the Management in Innovative Health Chair - May 30, 2022 in Paris
News
- 17-05-2022
Emmanuel Métais, Dean of EDHEC Business School and Christophe Durand, General Manager...
COMMUNIQUE DE PRESSE : FEMMES ET CARRIERE : QUELS SONT LEURS ATOUTS ET LEURS MOTIVATIONS
Press release
- 13-05-2022
Les femmes davantage authentiques flexibles sensibles et altruistes que les hommes dans...
COMMUNIQUE DE PRESSE : NEWGEN FOR IMPACT LA FIBRE ENTREPRENEURIALE DES NOUVELLES GENERATIONS UN POTENTIEL POUR LE NEW NORMAL
Press release
- 13-05-2022
Ne pas opposer la logique de croissance à la responsabilité sociétale, c'est ce que...
COMMUNIQUE DE PRESSE : 1er EMPLOI EN TEMPS DE CRISE
Press release
- 13-05-2022
Comment les jeunes diplômés ont-ils abordé la recherche de leur premier emploi dans un...