The 15th Quantitative Finance Conference

We are delighted to announce that in 2019 we are heading to the amazing city of Rome, Italy.

Wednesday 16th October 2019: Workshops

The Future of LIBOR: Quantitative perspective on benchmarks, overnight, fallback and regulation
Back-propagation and Automatic Adjoint Differentiation (AAD) in Machine Learning and Finance
Machine Learning for Option Pricing

Thursday 17th October 2019

Interest Rate Reform Stream
Machine Learning & Quantum Computing Techniques Stream
Volatility & Modelling Techniques Stream

Friday 18th October 2019

XVA, AAD, MVA & Initial Margin Stream
Machine Learning & Quantum Computing Techniques Stream
Volatility & Modelling Techniques Stream

Important Notes

The Main Conference files will be made available for download via a password protected website before the event. Please print out each presentation if you wish to have hard copies before the conference and bring them with you.

Also, Wi-Fi access will be available at the venue to view presentations on laptops and mobile devices.

Conference Bookings: Discount Structure

When 2 colleagues attend the 3rd goes free!
Super Early Bird Discount: 25% Until 31st May
Early Bird Discount: 20% Until 2nd August
Early Bird Discount: 10% Until 20th September
Main Conference + Workshop (£300 Discount)
70% Academic Discount (FULL-TIME Students Only)

Fixed Income Conference Testimonials

Alexei Kondratyev: Managing Director, Head of Data Analytics, Standard Chartered Bank
“Thank you very much for organising this amazing conference – as I mentioned before, somehow you always manage to improve on the previous year!”

Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets
“Thank you very much for organising this amazing conference – as I mentioned before, somehow you always manage to improve on the previous year!”

Jörg Kienitz: Partner, Quaternion Risk Management
“"The WBS Quantitative Finance Conference is - as always - a great event to network and talk about recent developments like ML in quantitative finance. The organizers create an atmosphere which makes it easy to get in touch with the speakers and discuss about the talks. As usual a very informative and inspiring event! Please go on this way!"”

Assad Bouayoun: Senior XVA Quantitative Consultant, HSBC Global Banking and Markets
“"the best use of my time this year, with in particular the ML applied to XVA from A. Green!"”

Manlio Trovato: Head of Quantitative Research, Lloyds Banking Group
“A vibrant conference, focusing on topics of high relevance in the Fixed Income quant community with high quality content. A relaxed and welcoming atmosphere, with great facilities. Thanks very much for organising this!”