CQF - Information Sessions & Free Sample Lectures

Volatility in the Eiffel Tower, Cross Asset Trading, 19th May

Bruno Dupire of Bloomberg will be at the Eiffel Tower to tell us about Cross Asset Trading. He'll look at the state of the art in understanding the interactions between equity volatility and credit spreads.
He'll also talk about VIX strategies and hedging.

Peter Carr, Bloomberg's Head Quant will also be on hand.

It would of course be irrelevant to point out that there are cocktails afterwards :)
The event starts at 4:30 and runs until 7:00, but you have to register before you go, regardless of whether you are a BB customer or not. That's on +44 20 730 7550

Go to the north tower entrance, BTW.

Paris in the Spring

Most of you will probably know by now, but next week ( 19-25th of May) is the annual Global Derivatives conference in Paris. In previous years it's been an excellent event, so I'm there for pretty much the whole gig.
I'm going to have a try at blogging the conference, assuming the hotel's internet is up to the strain.
So next week there will be at least some coverage here.

The speakers are a mix of the great and the good like Emanuel Derman, (My Lfe as Quant, and fellow Wilmott Blogger); as well as the usual suspects, so we have Aaron Brown who somehow manages to combine risk management with writing a book on Poker. I'm particularly looking forward to how he, Alex Lipton of Merrill Lynch, Andrew Sterge of Magentar, and Jim Gatheral also of Merrill hold a seminar enititled "Assessing How Well Trading Models Fared In The Recent Crisis And How Can They Be Improved To More Accurately Predict Future Market Shocks" ... without getting blamed for the mess some people are in.
There's Jim Gatheral trying to get people to understand volatility better, and Paul Glasserman who has forgiven me for the section in our Guide to Quantitative Finance Careers where we say we hate Monte Carlo.
There's a full list of speakers over here including John Hull who has written a book that some of you will have read ;) On Monday a subset of us will be dining out on the idea of trying to work out what newbie quant should be learning in the new world order.If we decide anything, I'll publish it here.
There are apparently still places on the conference, so if you want to save 15 use your secret VIP code KR2174WILMO on the conference website. here

I'm on the 8:30 Eurostar out of St. Pancras, so if you see a half awake guy with a copy of Wilmott magazine, it's me.