Day on Quantitative Finance
Day on Quantitative Finance: when academics meet practitioners
April 19, 2011 10am – 5pm
EPFL – Architecture AAC231
Financial markets alternate between still and highly volatile periods. In attempts to predict this erratic behavior, market players have been developing a myriad of algorithms supposed to increase their wealth or predict financial crises, giving rise to Quantitative Finance (QF).
Two schools of thoughts have co-starred QF since its debut: the academics' and the practitioners'.
The Swissquote & EPFL day on quantitative finance is a day for discussions and exchange of brand new ideas between representatives of both worlds.
Homogeneous versus heterogeneous, rational versus irrational, data versus axioms, and of course modeling, will be key-words of this encounter.
Our four speakers all have realized remarkable achievements in their respective fields.
Rosario Mantegna 10am
Prof. at Palermo University
Damien Challet 11am
Lecturer at UNIL and UniFr
Sebastien Gyger 2pm
Head Portfolio Mgr at LODH
Nader Erfani 3pm
CEO of Quantesys Ltd