ICBI Global Derivatives Trading & Risk Management 2015
At the 22nd Global Derivatives Conference, Alexander Sokol will speak Open Source Adjoint Algorithmic Differentiation Implementation in QuantLib.
Global Derivatives brings together senior practitioners from banks, asset managers, hedge funds, pension funds, propr trading firms, private equity firms, exchanges as well as academics and regulators to discuss the key issues facing quants all over the world.
When: 19-21 May 2015
Where: Hotel Okura, Amsterdam
More Information: ICBI