29 NOVEMBER, 2024 | ELTE TTK, BUDAPEST
A workshop on quantitative finance where academia meets the industry
Stochastic models, derivative pricing, risk management, alpha generation, portfolio optimization, and more
Diversity of Financial Risk 2024 is the 8th incarnation of the annual workshop on quantitative finance organized by the Department of Probability Theory and Statistics of Eötvös University and ELTE RiskLab. The workshop aims to bring together a dedicated group of academic researchers and quant practitioners from the industry to discuss and build a better understanding of current challenges and novel approaches in quantitative finance.
This year the Workshop focuses on advances in mathematical models designed to tackle the complex behaviour of financial markets, derivative products, trading strategies, optimal portfolios and risk management, and their practical usage in sell side and buy side applications. Specific talks on different modelling problems will be accompanied by a panel discussion with distinguished guests on the more general topic: what makes a model particularly successful in an industry setup?
Participation in the workshop is free but requires prior registration.
Organizers
Program committee:
- Gábor Fáth
- András Zempléni
- Gábor Molnár-Sáska
- László Márkus
Local Organizers:
- András Zempléni (co-chair)
- Gábor Fáth (co-chair)
- Ágnes Backhausz
Contact: riskconf@ttk.elte.hu
Venue
Harmonia Conference Room
ELTE TTK Lágymányos Campus, North Building
Pázmány Péter sétány 1/A
1117 Budapest, Hungary
Invited speakers
Panelists
Speakers
Earlier workshops
Should you feel nostalgic about our past events, you can check the previous years’ workshops here.