Save the date and call for contributions

TopQuants – the networking organization by quants for quants based in the Netherlands – is organizing a workshop on

Current topics in modeling

The workshop will take place on Wednesday 30 November at 3.30 pm. It will be held at the ABN Amro Dialogues House in Amsterdam. Please save this date in your calendars! The official invitation will follow soon, so watch your Inbox and/or the TopQuants homepage. Below we will provide you with some information on the content and format of this TopQuants event and ask you for input, suggestions, and contributions.

TopQuants autumn workshop 2011 – Why should I attend?

Several participant of the TopQuants 2011 symposium in June 2011 have commented that they were interested in a future event covering more technical quant topics and that they would welcome more interaction between the participants.

The TopQuants Autumn Workshop aims to provide you with just this! It will offer two rounds of parallel sessions. There will be about four to five parallel sessions in each round. Each parallel session will last for an hour. In most sessions, there will be at most 20 participants.

Probably, there will be one or two short presentations. At the start of each session,  speakers are encouraged to provide a brief introduction before going into more technical details. The presentations will be followed by a discussion between all session participants, including the speaker(s). To facilitate the discussion, sessions will typically be attended by a session host.

Of course, to conclude the event, there will as usual be complimentary drinks and snacks with plenty of networking opportunities for all participants.

The layout of the Dialogues House (a forum with four satellite rooms seating 20 people each) as well as the format of the parallel sessions, will provide a stimulating and interactive setting for all participants.

You will have the opportunity to attend two parallel sessions. Whether you pick a topic you are actively working on – or one you have always wanted to get an overview of – there should be something in it for everyone. And you even have a say in what topics we offer…

TopQuants autumn workshop 2011 – Call for Contributions

The topics of the parallel sessions have not been finalized yet. Which topics are you interested in?

Currently we consider the following:

• The Incremental Risk Charge: A challenge for modelers?
• Basle 3: An introduction for quants
• CUDA: The new view on computational finance?
• Hedge tests in pricing model validation
• Annoying pedants or critical sparring partners? The (changing) role of auditors
• Stressed out about stressed VaR?

Is the topic you would really like to discuss not on this list, then please let us know immediately.

Would you like to give a presentation on one of above topics, or on another topic you consider relevant or are you interested in hosting a parallel session on a particular topic, please do not delay but contact us today.

You can contribute to making this workshop a success.

You can reach us via TopQuants.

Kind regards from the TopQuants team