The Global Derivatives Trading and Risk Management Conference is a five-day conference bringing together buy-side and sell-side quants, regulators and academics to explore regulatory implementation, innovations in modelling & pricing, quantitative buy-side developments, computational & numerical efficiency, HPC & blockchain applications, risk management techniques, XVAs, and FX & commodity derivatives.

Numerix is recognized across the industry for its many breakthroughs in quantitative research. Our quantitative teams continue to innovate with cutting-edge approaches to addressing XVAs, negative rates, FRTB, and many more of the key challenges highlighted during this year’s conference.

Join 2016 Risk Magazine Quant of the Year and Numerix Senior VP of Quantitative Research, Alexander Antonov PhD, as he presents “Algorithmic Differentiation for Callable Exotics: PV & XVA”.

Stop by our booth and speak with our experts to learn how Numerix is addressing these issues and learn more about our innovative real-time platform, Numerix Oneview.

Location:
Hilton Barcelona
Avinguda Diagonal, 589-591
08014 Barcelona
Spain

May, 8 2017

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!