ICBI Global Derivatives Trading & Risk Management 2016 (Budapest)
Alexander Sokol will speak at the ICBI Global Derivatives Trading & Risk Management, the world’s largest quant finance conference taking place in Budapest on May 9-13th, 2016. This year, CompatibL is a proud sponsor of the conference which annually brings together over 500 quants and traders from around the world, and offers more than 130 sessions to conference attendees. The event will also feature extensive workshops covering the following topics:
- Interest Rate Modelling In A Changing Derivatives Environment Workshop
- Modelling And Pricing In Energy Markets, Risk Management And Physical Assets Valuation Workshop
- Initial Margin Methodologies - Cleared Derivatives And BCBS-IOSCO Workshop (Bilateral OTCS)
- Volatility Modelling & Trading Workshop
- Nonlinear Option Pricing Workshop
- Systematic Trading Workshop
- Adjoint Methods and Algorithmic Differentiation for Greeks Workshop.
Alexander Sokol will speak on Day 2 and Day 3 of the Conference, and will share his thoughts on Adjoint Methods and Algorithmic Differentiation for Greeks, and the Counterparty Credit Exposure in the Presence Of Dynamic Initial Margin.
Click here to get more information on each session’s agenda.