After the successful TopQuants 2011-06 symposium, we are planning a next event to be held in November 2011. The event in November is intended to be somewhat more technical in nature. We plan to cover several topics currently of interest to quants. The precise format is still under discussion, but we are considering a set-up of one short plenary speech followed by several parallel sessions in small(er) groups. Possible topics for the parallel sessions include: Curve building in the post-crisis world, Efficient approaches to pricing model validation, Aspects of the Incremental Risk Charge, Stressed out about stressed VaR?… This list is not intended to be exclusive, it will likely be modified and extended over the coming weeks.

In the spirit of TopQuants, namely by quants for quants, we would like to make the November event as interesting and relevant for you as possible. Therefore, please do not hesitate to tell us which topics you consider of relevance today. You are also welcome to volunteer to give a short presentation of your ideas and/or to facilitate one of the discussions. You can contact us directly via TopQuants.

Watch this space for more details about the events, hopefully to be announced soon!