Pre & post conference workshops:
Pre-conference seminar on March 10th: Market Microstructure – Led by: Johannes Muhle-Karbe, professor, Department of Mathematics, Imperial College London and chair in Mathematical Finance and director, CFM-Imperial Institute of Quantitative Finance & Mathieu Rosenbaum, professor, Ecole Polytechnique
Post-conference seminar on March 13th: Beyond State of the Art Adjoint Algorithmic Differentiation in Finance – Led by: Uwe Naumann, professor of computer science, RWTH Aachen University, Germany
Post-conference seminar on March 13th: Deep learning volatility – Led by: Risk.net Rising Star Award 2020 recipients - Blanka Horvath, lecturer in financial mathematics, King's College London, Aitor Muguruza, equities research quant, Natixis & PhD student, Imperial College London & Mehdi Tomas, PhD student at École Polytechnique
Full agendas will be published soon!