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Wilmott Quantitative Finance Technology User Survey
Wilmott/Wiley 530 Views

Functioning at the intersection between science and commerce, Quantitative Finance practitioners are integral to the development, adoption and standardization of technology throughout the finance industry.

In the aftermath of the global financial crisis, the painful reorganization of the financial industry, the acceleration and diversification of the information revolution, and amidst the plethora of new technologies available it is more difficult than ever to see beyond the buzzwords.

As a unique group of professionals Quantitative Finance practitioners are responsible for relentlessly striking the balance between speed, accuracy and efficiency for the core function of the industry they serve. A balance painstakingly achieved through the deployment of technology.

Wilmott Magazine, in association with Misys, UnRisk, Mathworks and HP Vertica are conducting a timely survey on the key areas and topics of technology that are currently impacting on the Quantitative Finance community. The results will provide a clear view of the realities of financial technology today; even more so to make a sound assessment of the trends in technology that will ultimately deliver tomorrow.

Click Here To Complete The Survey

Cliquet Options and Volatility Models: Wilmott Magazine Article
Paul Wilmott 8292 Views

Cliquet options are at present the height of fashion in the world of equity derivatives. These contracts, illustrated by the term sheet below, are appealing to the investor because of their protection against downside risk, yet with significant upside potential. Capping the maximum, as in this globally floored, locally capped example, ensures that the payoff is never too extreme and therefore that the value of the contract is not too outrageous.

V-FI Europe 2016 -Europe's Leading Summit on Valuation and Risk for Financial Instruments - Conference: 22-23 June 2016
V-FI Europe 2016
Europe's Leading Summit on Valuation and Risk for Financial Instruments


Conference: 22-23 June 2016 | London, venue tbc
Valuation and the FRTB Workshop: 21 June 2016
MVA and CSA Workshop: 24 June 2016

The V-FI series is the only dedicated annual event on the valuation and risk management of financial instruments. With events in London, New York and now Hong Kong, it brings together Heads of Risk, Valuation, Modelling and Finance with Regulators and experts to shape best practices throughout the industry.

Join 40+ expert speakers from leading companies and advisory bodies to provide insight on the latest trends in Valuation & Risk control, Pricing & Modelling, Governance & Regulation and much more.

Get a 15% discount on your place when you register with VIP code FKM63358WML - register online http://www.infoline.org.uk/FKM63358WML, call +44 (0)20 7017 7702 or email custserv@infoline.org.uk

40+ APAC Heads of Valuation, Risk Modelling and Trading speaking:


* Sir David Tweedie, Chairman, International Valuation Standards Council (IVSC)
* Ragveer Brar, Head of Valuations & Control, Prudential Regulation Authority
* Claudia Rola, Global Head of the Valuation Methodologies, UBS
* Mason Reeves, Managing Director, Liquidity Risk Management, Bank of America
* Jayme Fagas, Global Head of Valuations & Transparency, Pricing and Reference Services, Thomson Reuters
* Paul d?Arcy, Global Head, Valuation Review Group, Morgan Stanley
* Claudio Albanese, CEO, Global Valuation
* Stephen Luxton, Head of CIB Valuation Control Group, JP Morgan
* Vaughan Harding, Product Manager, Totem, Markit
* Mark Wilson, Managing Director, Global Valuations Group, Deutsche Bank
* Jonathan Epstein, Global Head of Market Data Operations, ICE ŽSuper Derivatives
* Jessica James, Senior Quantitative Researcher, Fixed Income & Credit, Commerzbank
* Naz Jhalli, Head of Group Valuation Control, Nordea
* Lee Bowell, Director, Product Control Valuations, Barclay
* Alexei Kondratyev, MD, ECLIPSE, Financial Markets, Standard Chartered Bank

Keynote Session Highlights

* PRA Keynote: Examining Solvent Wind-down and PruVal Compliance
* Valuation?s Priorities in the Fundamental Review of the Trading Book
* IVSC Initiatives and Developments in Accounting Policy
* Integrating Valuation and Model Risk
* Global Valuation Heads Round Table

Get a 15% discount on your place when you register with VIP code FKM63358WML - register online http://www.infoline.org.uk/FKM63358WML , call +44 (0)20 7017 7702 or email custserv@infoline.org.uk
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