Events
Past Events
QuantMinds in Focus 2021, a virtual conference held 24 - 28 May 2021. QuantMinds In Focus 2021 is a week of 5 precision-engineered digital summits laser-focused on the most innovative research. The virtual event format makes it easy for you to engage from the comfort of your own home or office. Content is available live or on-demand and the networking platform makes it easy to start conversations with the right people.
QuantMinds International, 2-6 November 2020
Moving QuantMinds International to a digital event in 2020 allows you to move your business forward and stay up to date, despite the unpredictability of travel plans due to COVID-19.
Every aspect of the program has been reassessed for a virtual event to ensure your digital experience will deliver maximum value. Expect networking, interaction and a socially engaged digital experience. Meetings can be scheduled to accommodate all time zones. Engage with speakers in real-time through Q&A, audience polling and chat features. Networking opportunities include 1-to-1 meetings, virtual coffee chats and more.
QuantMinds Americas 2019
The 2-day main conference covers the hottest topics in quant investment techniques including deep learning for natural language processing (NLP), high performance and quantum computing, factor investing and data driven trading. Plus, updates on IBOR, volatility modelling and new exchange traded financial derivatives
QuantMinds International 2019
The event that provides a complete update on derivatives trading, risk management and quant finance.
9-11 September, Vienna
QuantMinds Americas 2018
The event that provides a complete update on derivatives trading, risk management and quant finance in America.
24 - 26 September 2018, Marriott Longwharf, Boston
QuantMinds International 2018, Lisbon, 14- 18 May, 2018.
The event that provides a complete update on derivatives trading, risk management and quant finance.
Lisbon, 14- 18 May, 2018, Lisbon Marriot Hotel, Lisbon
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
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
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
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.
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