Events

Upcoming events

Webinar: Construction of Volatility
Surface for Commodity Futures

Webinar date: Coming soon.

SciComp extends the classical log-normal model to incorporate volatility smiles. Multi-factor lognormal models such as Gabillon and Smith-Schwartz ignore the effects of volatility smiles commonly observed in the options markets. We present a practical, robust method for extending classical lognormal models to incorporate volatility smiles.

 

Past events

ICBI Global Derivatives & Risk Management 2013
Annual Global Derivatives & Risk Management Conference
15 - 19 April 2-13, Hotel Okura Amsterdam

ICBI Global Derivatives USA 2012
Annual Global Derivatives & Risk Management Conference
13 - 16 November 2012, Trump International Hotel & Tower, Chicago IL

Featuring a talk by Qimou Su, Director, Quantitative and Risk Analytics at SciComp, "Volatility Smiles Modeling in Commodity Futures Markets."

ICBI Global Derivatives 2012
Annual Global Derivatives & Risk Management Conference
16 - 20 April 2012, Hotel Arts, Barcelona

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
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