pricing derivatives

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Upcoming events

ICBI Global Derivatives 2012

25% Discount for SciComp Contacts with VIP Code: FKN2329SCIW

Event start date: April 16, 2012
Event end date: April 20, 2012
Location: Hotel Arts, Barcelona

Global Derivatives brings together leading quants, traders, risk managers and academics from all over the world to discuss the key challenges affecting the derivatives market. Attending will enable you to:

  • Hear technical details of the latest research being done by leading financial minds
  • Learn cutting edge volatility, correlation, interest rate, FX, equities & credit modelling techniques
  • Discover practical solutions to the challenges you face & learn how to implement them when you get back in the office
  • Meet and learn from hundreds of senior derivatives professionals

Further information:
Telephone no.: +44 (0) 20 7017 7200     
Fax. +44 (0) 20 7017 7807
          
Email address: info@icbi.co.uk
Event URL: http://www.informaglobalevents.com/FKN2329SCIW

Past events

SEMINAR: GPU-Accelerated Derivative Pricing Models
London, October 17, 2011
Presented by SciComp Inc., NVIDIA Corporation, Dell Inc., and Microsoft Corporation.

SEMINAR: GPU-Accelerated Derivative Pricing Models
New York, September 27, 2011
Presented by SciComp Inc., NVIDIA Corporation, Dell Inc., and Microsoft Corporation.

ICBI Global Derivatives 2011
Annual Global Derivatives & Risk Management Conference
11 - 15 April 2011, Hotel Concorde Lafayette, Paris

ICBI Global Derivatives 2010
Annual Global Derivatives & Risk Management Conference
17 - 21 May 2010, Hotel Concorde Lafayette, Paris

Seminar on GPU-Accelerated Derivative Pricing and Risk Models
Zurich, Thursday April 22, 2010
Presented by SciComp Inc. and NVIDIA Corporation

Seminar on GPU-Accelerated Derivative Pricing and Risk Models
Frankfurt am Main, Wednesday, January 20, 2010
Presented by SciComp Inc. and NVIDIA Corporation

June 2009 seminars on GPU-Accelerated Derivative Pricing and Risk Models
New York City and London
Presented by SciComp Inc. and NVIDIA Corporation

ICBI Global Derivatives 2009
Annual Global Derivatives & Risk Management Conference
28-30 April 2009 Main Conference

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
23-24 March 2009

ICBI Global Derivatives 2008
Annual Global Derivatives & Risk Management Conference
Meridien Etoile, Paris, Paris, May 19-23, 2008

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
17-18 March 2008

ISDA 23rd Annual General Meeting
15-17 April 2008

ICBI Global Derivatives 2007
Annual Global Derivatives & Risk Management Conference
Le Palais des Congres, Paris, May 21-25, 2007

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
26-27 March 2007

Risk Magazine's Quant Congress Europe
London, 11-12 October 2006

WBS 3rd Fixed Income Conference
Amsterdam, 20-22 September 2006

Derivatives and Risk Management Europe
Monte Carlo, 5-8 June 2006

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
27-28 March 2006

ICBI Global Derivatives 2006
Annual Global Derivatives & Risk Management Conference
Le Meridien Montparnasse, Paris, 8-12 May, 2006

Risk Magazine's Quant Congress Europe
London, October 31 & November 1, 2005

Risk Magazine's Global Risk Management Summit 2005
Monte Carlo Grand Hotel, April 26-29, 2005

ICBI Global Derivatives 2005
Annual Global Derivatives & Risk Management Conference
Meridien Montparnasse, Paris, May 23-26, 2005

World Business StrategiesThe Inaugural Fixed Income Conference
Hilton Hotel, Prague, Chzech Republic
September 15-17, 2004

ICBI Global Derivatives 2004
Hotel NH Eurobuilding
Madrid, May 25-28, 2004

Curt Randall, VP of SciComp, participated in the following panel along with Jim Gatheral of Merrill Lynch and Vladimir Lucic of TD Securities

Case Study: Calibration and Comparison of Stochastic Volatility and Other Advanced Volatility Models

Modeling Credit Derivatives with a High-Level Language
Commerzbank, Frankfurt, July 11, 2003

ICBI Global Derivatives 2003
Annual Global Derivatives & Risk Management Conference
Hotel Princesa Sofia Inter-Continental
Barcelona, May 21 - 22, 2003

FOW 12th International Derivatives Exhibition
Congress Center, Frankfurt 18 -19 March 2003

Applying and Calibrating Stochastic Volatility Models
Park Hotel, Amsterdam, February 28, 2003

Pricing Credit Derivatives
Park Hotel, Amsterdam, February 27, 2003


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SciComp to exhibit at Global Derivatives Trading & Risk Management. 25% Discount for SciComp Contacts.

16 - 20 April 2012, Hotel Arts Barcelona

Software vendors and service providers ease GPU adoption

...this approach masks the complexity of parallel programming from the end user, leaving them free to define the characteristics of the pricing model that they want to run on GPUs.