Rome: The 15th Quantitative Finance Conference, 16th - 18th October

The 15th Quantitative Finance Conference, ROME, ITALY
WEDNESDAY 16th  - FRIDAY 18th OCTOBER

 

We are delighted to announce that in 2019 we are heading to the amazing city of Rome, Italy. 

 

Wednesday 16th October 2019: Workshops

  • The Future of LIBOR: Quantitative perspective on benchmarks, overnight, fallback and regulation
  • Back-propagation and Automatic Adjoint Differentiation (AAD) in Machine Learning and Finance
  • Machine Learning for Option Pricing

Thursday 17th October 2019

  • Interest Rate Reform Stream
  • Machine Learning & Quantum Computing Techniques Stream
  • Volatility & Modelling Techniques Stream

Friday 18th October 2019

  • XVA, AAD, MVA & Initial Margin Stream
  • Machine Learning & Quantum Computing Techniques Stream
  • Volatility & Modelling Techniques Stream

FULL SPEAKER LIST:

 

BRUNO DUPIRE: Head of Quantitative Research, Bloomberg L.P.

 

JESPER ANDREASEN: Kwant Daddy! Global Head of Quantitative Research, Saxo Bank

 

VLADIMIR PITERBARG: MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets

 

TONY GUIDA: Executive Director – Senior Quant Research, RAM Active Investments

 

BLANKA HORVATH: Honorary Lecturer, Department of Mathematics, Imperial College London

 

FABIO MERCURIO: Head of Quant Analytics at Bloomberg L.P.


MPORTANT NOTES

Main Conference presentation files on USB memory sticks will be provided on arrival. The Main Conference files will also be made available for download via a password protected website before the event. Please print out each presentation if you wish to have hard copies before the conference and bring them with you. 

Also, Wi-Fi access will be available at the venue to view presentations on laptops and mobile devices.


CONFERENCE BOOKINGS: DISCOUNT STRUCTURE

  • When 2 colleagues attend the 3rd goes free!
  • Super Early Bird Discount: 25% Until 31st May
  • Early Bird Discount: 20% Until 2nd August
  • Early Bird Discount: 10% Until 20th September
  • Main Conference + Workshop (£300 Discount)
  • 70% Academic Discount (FULL-TIME Students Only)

FIXED INCOME CONFERENCE TESTIMONIALS

Alexei Kondratyev: Managing Director, Head of Data Analytics, Standard Chartered Bank
“Thank you very much for organising this amazing conference – as I mentioned before, somehow you always manage to improve on the previous year!”

Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets
“Thank you very much for organising this amazing conference – as I mentioned before, somehow you always manage to improve on the previous year!”

Jörg Kienitz: Partner, Quaternion Risk Management
“"The WBS Quantitative Finance Conference is - as always - a great event to network and talk about recent developments like ML in quantitative finance. The organizers create an atmosphere which makes it easy to get in touch with the speakers and discuss about the talks. As usual a very informative and inspiring event! Please go on this way!"”

Assad Bouayoun: Senior XVA Quantitative Consultant, HSBC Global Banking and Markets
“"the best use of my time this year, with in particular the ML applied to XVA from A. Green!"”

Manlio Trovato: Head of Quantitative Research, Lloyds Banking Group
“A vibrant conference, focusing on topics of high relevance in the Fixed Income quant community with high quality content. A relaxed and welcoming atmosphere, with great facilities. Thanks very much for organising this!”