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NYC Quantitative Modeling & Financial Market Dynamics

World renowned experts will be speaking at Quantitative Modeling & Financial Market Dynamics , to be held from 4-8 pm Oct. 31 at 7city Learning, 55 Broad Street. This first annual QuantDay event will be hosted by Numerical Algorithms Group (NAG), in conjunction with Wilmott magazine, 7city Learning and Quantstar.

Speakers at the QuantDay event include: Dr. Robert Tong – "Numerical Software, Market Data and Extreme Events."

Dr. Mike Giles (Risk Magazine’s Quant of the Year 2007 – “Multilevel Monte Carlo Path Simulation”

Dr. John Birge – “Dynamic Portfolio Optimization Using Decomposition and Finite-Element Methods”

Financial quantitative analysts and other financial industry managers can find more details on QuantDay seminars and/or register to attend this QuantDay event at http://www.nag.com/market/quantday2007.asp%20 or by contacting Kurt Peckman, kpeckman@nag.com, 630-598-5216.

QuantDay is the first public Numerical Algorithms Group event for financial quantitative analysts to be hosted in North America, and is modeled after the popular NAG series for financial quantitative analysts in The City area of London.

Tom

About Chris M Skinner

Chris M Skinner
Chris Skinner is best known as an independent commentator on the financial markets through his blog, the Finanser.com, as author of the bestselling book Digital Bank, and Chair of the European networking forum the Financial Services Club. He has been voted one of the most influential people in banking by The Financial Brand (as well as one of the best blogs), a FinTech Titan (Next Bank), one of the Fintech Leaders you need to follow (City AM, Deluxe and Jax Finance), as well as one of the Top 40 most influential people in financial technology by the Wall Street Journal’s Financial News. To learn more click here...

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