The Quant Summit Europe is dedicated to the latest strategies in modelling, derivatives, quantitative trading, pricing, hedging and risk management.
Topics
- Scientific portfolio construction
- Model risk management
- Regulatory topics, including, XVAs, FRTB, Initial Margin and more
- Risk Premia, Factor investing and Smart Beta
- Stress testing and scenario analysis
- Systemic risk and clearing
- Machine Learning
- Data science in financial markets
- Trading strategies
- Blockchain applications
- Adjoint Algorithmic Differentiation (AAD)
- Volatility modelling
