ELTE RiskLab

Diversity of Financial Risk 2024

29 November, 2024
ELTE TTK, Budapest

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:

Venue

Harmonia Conference Room
ELTE TTK Lágymányos Campus, North Building
Pázmány Péter sétány 1/A
1117 Budapest, Hungary

Invited speakers

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Erich Walter
Farkas
ETH Zurich
Eduard SQ
Eduard
Losing
AllianzGI Munich

Panelists

gabor.molnarsaska_blackrock.com
Gábor
Molnár-Sáska
BlackRock
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Rozália
Miklós
MSCI
GF_profile2024d
Gábor
Fáth
ELTE; MPP&E

Speakers

Attila Gaspar 20.03.2019
Attila
Gáspár
Morgan Stanley
Screenshot 2023-07-11 at 11.14.35
Anna
Grigoryan
Blackrock
rasonyi_tablo
Miklós
Rásonyi
Rényi Institute
dalma_toth_lakits
Dalma
Tóth-Lakits
Eötvös University
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Lajos
Vágó
Citi
VKatifénykép2
Katalin Julianna
Varga
Hungarian National Bank
Attila onarckep_edit
Attila
Víg
Corvinus University

Earlier workshops

Should you feel nostalgic about our past events, you can check the previous years’ workshops here.

Sponsors

BlackRock_201x_logo.svg
Blackrock
Citi-R_Blue-RedArc_RGB
Citi
Morgan_Stanley_Logo_1.svg
Morgan Stanley
MPPE-Capital_Logo_Black
MPP&E Capital
MSCI_logo_2019.svg
MSCI