Events

Upcoming events

Knect365 Global Derivatives Trading & Risk Management USA 2017

The event that provides a complete update on derivatives trading, risk management and quant finance in America.
November 1-3, 2017, The Four Seasons Chicago, Chicago

Signup using the SciComp VIP Code and get a 25% discount.
VIP Code: FKN2568SCL

Past events

Knect365 Global Derivatives Trading & Risk Management 2017
Annual gathering of the who’s who in the derivatives industry. With over 500 attendees, you will have a unique opportunity to meet the leading practitioners in the field and learn from them.
8 - 12 May 2017, Hilton, Barcelona

Risk Minds Americas 2016
Annual gathering of senior risk professionals from across the Americas to discuss the regulatory and risk management issues affecting the financial industry.
20-23 September 2016, The Congress Plaza Hotel, Chicago

ICBI Global Derivatives Trading & Risk Management 2016
Annual Global Derivatives & Risk Management Conference
9 - 13 May 2016, InterContinental Budapest

Valuation of Financial Instruments Americas 2015 Summit
2nd annual conference on the latest regulation, strategy and technical developments for the valuation community.
20 - 23 October 2015, Crowne Plaza Times Square Manhattan

Baruch College Volatility Workshop
June 16-18, 2015, Baruch College, New York

ICBI Global Derivatives Trading & Risk Management 2015
Annual Global Derivatives & Risk Management Conference
18 - 22 May 2015, Hotel Okura, Amsterdam

ICBI Global Derivatives USA 2014
Annual Global Derivatives & Risk Management Conference
17 - 21 November 2014, Swissotel Chicago, Chicago IL

 

Construction of Volatility  Surface for Commodity Futures

SEMINAR: Parallelizing Derivative Pricing and Risk Models using GPU Technology>
Frankfurt, Germany, September 30, 2014
Presented by SciComp Inc., NVIDIA Corporation, HighQ-IT and InCube.

 

ICBI Global Derivatives Trading & Risk Management 2014
Annual Global Derivatives & Risk Management Conference
12 - 16 May 2014, Hotel Okura, Amsterdam

ICBI Global Derivatives USA 2013
Annual Global Derivatives & Risk Management Conference
19 - 22 November 2013, Swissotel Chicago, Chicago IL

Construction of Volatility  Surface for Commodity Futures


Webinar: Construction of Volatility
Surface for Commodity Futures

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.

Watch the webinar

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