WBS Training are very pleased to announce that the 6th Fixed Income conference will take place this year, where we look forward to seeing you all in the wonderful city of Madrid on 22nd, 23rd and 24th September 2010.
The popular three streamed format will be retained as in previous years, along with presenting 3 workshops on Wednesday 22nd September.
As always, delegates are not restricted to attend single streams. You have the opportunity to hop around the different streams and attend the presentations that benefit you the most. All stream presentation times will run concurrently with each other.
We’ll have further information on the conference soon!
Click
here
to download the pdf programme for the 5th Fixed Income Conference, Budapest 2008.
Workshop day: Wednesday 22nd September 2010
Interest Rate Modelling; From Solid Foundations To Advanced Models:
Vladimir Piterbarg: Managing Director, Barclays Capital
Interest Rate Modelling for the New Era:
Pat Hagan: Head of Quantitative Analytics, Chief Investment Office, JP Morgan
Fundamentals of Credit Risk:
John Hull: Maple Financial Professor of Derivatives & Risk Management, University of Toronto
Invited main conference presenters (to be confirmed): Thursday 23rd / Friday 24th September 2010
Jesper Andreasen: Global Head of Quantitative Research, Danske Bank
Peter Austing: Quantitative Analyst, Barclayscapital
Eric Benhamou: CEO, Pricing Partners
Martin Baxter: Fixed Income Quant Research, Nomura International
Damiano Brigo: Managing Director, FitchSolutions
Giovanni Cesari: Managing Director, UBS
Vladimir Chorniy: Head of Market and Counterparty
Risk Analytics, BNP Paribas
Luis Manuel García: Head of Credit Quantitative Analysis, BBVA
Dariusz Gatarek: National Bank of Poland
Andrei Greenberg: Quantitative Analyst, BNP Paribas
Jon Gregory: Independent Consultant
Peter Jaeckel: Managing Director, OTC Analytics
Dherminder Kainth: Head of QuaRC, Royal Bank Of Scotland
Richard Martin: Head Of Quantitative Credit Strategies AHL
María Teresa Martínez: Senior Interest Rate and Hybrids Quant, Santander
Fabio Mercurio: Senior Researcher, Bloomberg LP New York
Massimo Morini: Head of Credit Models, Banca IMI
Julian Phillips: Global Head of Quantitative Market Risk, Deutsche Bank
Henrik Rasmussen: Global Head of Rates Quantitative Research, Bank of America Merrill Lynch
Lutz Schloegl: Fixed Income Quant Research, Nomura International
David Shelton: Director, Co-Head Of Credit Derivatives Research, Bank of America Merrill Lynch
Manuel Torrealba: Head of Interest Rates Quantitative Analysis, BBVA
Roberto Torresetti: Head Of Structured Credit Derivatives, BBVA
Sandrine Ungari: Quantitative Strategy, Société Générale
Director, BMO Capital Markets:
“Thanks to WBS for organizing a conference that was very useful and informative.”
Quantitative Risk Control, UBS:
“Very well organized. Everything goes smoothly and the attention to detail is impressive.”
Quantitative Analysis, Mizuho International:
“The event was really well organized and the quality of presentations and speakers was of a very high standard.”
Director, BBVA:
“……a very good event to follow the new trends with the best specialists.”
Quantitative Analysis, Commonwealth Bank of Australia:
“It was a great conference! Absolutely well organised with great presenters.”
Global Markets, ABN Amro Bank:
“Very good conference, well organized and interesting.”
Managing Director, Grupo Santander:
“The organizers help create a friendly atmosphere which is conducive to professionals meeting each other and swapping hints and tips... Thoroughly recommended!”
Quantitative Analysis, Calyon:
“The conference presented papers with good technical level and I appreciate the trade-off between theory and practice.”
5th_Fixed_Income_Conference_-_Budapest.pdf
