
The 18th Quantitative Finance Conference
We are delighted to announce that in 2022 we are heading to Dubrovnik, Croatia for the 18th running of main annual event!
15% EARLY BIRD DISCOUNT: Ends Friday 23rd September 2022
When two colleagues attend the 3rd goes free!
The workshop day is complimentary for all conference attendees
Main Conference Topics:
- Volatility, Pricing & Hedging
- Latest Modelling Techniques
- Machine Learning & Deep Learning
- ESG
- Quantum Computing
- Alt Data & Decentralized Finance (DeFi)
- Risk & Regulations
Workshop Day: Wednesday 19th October 2022
The workshop day is complimentary to all conference attendees
Machine Learning Models for the Interest Rates by Alexander Sokol
- Session One: Machine Learning Architecture (VAE, VEGD) – 13:30 to 15:00
- Session Two: Application to Interest Rate Models – 15:30 to 17:00
- Q&A – 17:00 to 17:30
Understanding ESG & Climate Risk by Navin Rauniar
- Understanding the importance of ESG as pillar of the banking prudential framework
- Classification and assessment of ESG risks
- Analysis of the potential impact of the ESG risks
- How to integrate climate change in risk management and disclose it as for the TCFD recommendations
