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Quant Congress USA 2008


Welcome to Quant Congress USA 2008

Quant Congress USA will showcase the latest innovations in derivatives and risk management. This is the leading event for serious quantitative professionals who attend and find invaluable insight into quantitative strategies adopted by leading financial institutions. Discover how your peers are mitigating risk, managing portfolio risk and increasing their yield.

The congress has firmly established itself as the perfect meeting point to find innovative research, cutting-edge practical applications and answers to the most urgent questions. With 200 of your peers attending the conference in 2007 - and in light of recent turmoil in the worlds financial markets - the 2008 conference promises to be more relevant than ever.
The 2-day, 2-streamed agenda will - with the help of academics, leading banks, investment firms and hedge funds - focus on:
Derivatives modelling - hedging - quantitative trading - investment strategies

The four key topics under the spotlight will include:
  • Enhanced modelling, pricing, hedging and derivatives trading
  • Advanced quantitative techniques for risk measurement, valuation and management
  • Innovative strategies in credit derivatives modelling, risk measuring and management
  • Latest innovations in the quantitative portfolio management and asset allocation
The programme is currently being developed in collaboration with the leading Quant professional across North America. Speakers and updates will appear on this site soon so please return regularly for a preview of how the event will benefit you.

It's a pricey event. I wonder if anyone can pull any strings...