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6-10 December 2021
Hotel Fairmont Barcelona Rey Juan Carlos IBarcelona

Key themes for 2020

The 2020 agenda is shaped around 10 streams on vital quant issues

Interest rate and LIBOR

Option pricing and volatility

Algo trading, e-trading and machine learning

Quant 2.0: being a quant in the new era

Volatility modelling and trading

QuantMinds Alpha

Regulatory developments

Computational and numerical efficiency

Quant innovation

XVA and model risk

FX, commodities and trading innovations

Risk management and liquidity