Quant Summit Europe, the leading financial quantitative conference, will return to London to cover the latest strategies and most pressing issues faced in derivatives, modelling, pricing, quantitative trading, hedging and risk management.

As the new regulatory framework continues to evolve, today's quantitative practitioners are facing a new range of complicated computational challenges as they work hard to achieve their end goal-profitability. With ever-increasing regulatory requirements being implemented, industry professionals are looking at the best practices in dealing with the growing list of XVA and derivatives pricing adjustments, risk management models and portfolio management.

Dr. Alexandre Antonov, Senior Vice President of Quantitative Research at Numerix will present on "Mixing the SABR for negative rates: analytical arbitrage-free solution" - April 13 at 12:30pm

Location:
Amba Marble Arch
Bryanston Street
London, W1H 7EH

Apr, 13 2016

Need Assistance?

Want More From Numerix? Subscribe to our mailing list to stay current on what we're doing and thinking

Want More from Numerix?

Subscribe to our mailing list to stay current on what we're doing and thinking at Numerix

Subscribe Today!