16 - 19 November 2026
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Main Conference Day Three - GMT (Greenwich Mean Time, GMTZ)
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Main Conference Day Three - GMT (Greenwich Mean Time, GMTZ)
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Streams
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Showing 1 of 1 Streams
Networking
08:00 - 09:00
Registration and morning refreshments
Showing 4 of 4 Streams
𝚫 Delta Stage: Derivative Pricing and Design
𝚹 Theta Stage: Quantum Computing and Innovation
𝚨 Alpha Stage: Alpha and Allocation
𝚴 Vega Stage: Risk and Hedging
09:00 - 09:05
Chair's welcome remarks
09:05 - 09:40
Quanto options: cross-currency correlation effects
09:40 - 10:15
Path-dependent exotics: Asian and lookback option pricing
10:15 - 10:50
Callable range accruals: valuation and risk management
09:00 - 09:05
Chair's welcome remarks
The state of play in quantum computing
09:05 - 09:40
Quantum annealing for portfolio optimisation: D-Wave applications in finance
09:40 - 10:15
Variational quantum eigensolver for option pricing: NISQ-era implementations
10:15 - 10:50
Quantum machine learning for credit risk modeling: hybrid classical-quantum approaches
09:00 - 09:05
Chair's welcomes remarks
09:05 - 09:40
Event-driven strategies: earnings announcements and M&A
09:40 - 10:15
Cross-asset momentum: equities, bonds, and commodities
10:15 - 10:50
Dynamic asset allocation with regime-switching models
09:00 - 09:05
Chair's welcome remarks
09:05 - 09:40
Modelling and managing hedging feedback effects, within the context of the fast-rising development of the equity options retail market
This is actually an increasingly acute issue since the COVID market crash, where the hedging of large quantities of short term Equity options, sold by banks to the retail market, has had a large and paradoxical impact on the equity market itself, with the consequence of reinforcing any market drawdowns. This phenomenon was before COVID limited to a few albeit recurrent market crashes and ONLY wholesale market, which was actually the focus of my Ph. D (2006) and academic and practitioners papers (2012,2016,2017,2019) and presentations of previous business and academic conferences (QuantMinds 2016, and award of the Best investment presentation at the US Society of Actuary Conference in 2018).
- Aymeric Kalife - Associate Professor, Paris Dauphine University
09:40 - 10:15
Scenario analysis for tail risk events
10:15 - 10:50
Model validation: independent review and governance
Showing 1 of 1 Streams
Networking
10:50 - 11:20
Morning break and networking
Showing 4 of 4 Streams
𝚫 Delta Stage: Derivative Pricing and Design
𝚹 Theta Stage: Quantum Computing and Innovation
𝚨 Alpha Stage: Alpha and Allocation
𝚴 Vega Stage: Risk and Hedging
11:20 - 11:55
Equity derivatives: dividend modeling and forward variance
11:55 - 12:30
Swaption cube construction and arbitrage-free interpolation
11:20 - 11:55
Grover's algorithm for Monte Carlo acceleration: theoretical foundations and practical limitations
11:55 - 12:30
Quantum error mitigation techniques for financial computations on near-term devices
11:20 - 11:55
Alternative beta strategies: carry, value, and quality
11:55 - 12:30
Natural language processing for earnings call analysis
11:20 - 11:55
Risk aggregation across asset classes and geographies
11:55 - 12:30
Hedging exotic options: static vs dynamic strategies
Showing 1 of 1 Streams
Networking
12:30 - 13:30
Lunch break and networking
Showing 4 of 4 Streams
𝚫 Delta Stage: Derivative Pricing and Design
𝚹 Theta Stage: Quant Dev and Innovation
𝚨 Alpha Stage: Alpha and Allocation
𝚴 Vega Stage: Risk and Hedging
13:30 - 13:35
Chair's remarks
13:35 - 14:10
Finite-difference solution ansatz approach in least-squares Monte Carlo
14:10 - 14:45
Digital options: hedging discontinuous payoffs
14:45 - 15:20
Snowball products: pricing and Greeks under volatility uncertainty
13:30 - 13:35
Chair's welcome remarks
13:35 - 14:10
Version control and reproducibility in quant research
14:10 - 14:45
Real-time Greeks calculation for large derivatives books
14:45 - 15:20
Microservices architecture for risk management systems
13:30 - 13:35
Chair's remarks
13:35 - 14:10
Pairs trading: statistical vs fundamental approaches
14:10 - 14:45
Systematic macro strategies: currency and rates positioning
14:45 - 15:20
Portfolio rebalancing: frequency and threshold optimisation
13:30 - 13:35
Chair's remarks
13:35 - 14:10
Regulatory capital requirements: SA-CCR and FRTB
14:10 - 14:45
Market risk in illiquid assets: valuation uncertainty
14:45 - 15:20
Cyber risk quantification for financial institutions
Showing 1 of 1 Streams
Networking
15:20 - 15:50
Afternoon break and networking
Showing 4 of 4 Streams
𝚫 Delta Stage: Derivative Pricing and Design
𝚹 Theta Stage: Quant Dev and Innovation
𝚨 Alpha Stage: Alpha and Allocation
𝚴 Vega Stage: Risk and Hedging
15:50 - 16:25
Counterparty credit risk in cleared vs bilateral derivatives
16:25 - 17:00
Model risk in exotic derivatives: quantification and mitigation
17:00 - 17:05
Chair's closing remarks
15:50 - 16:25
Natural language processing for financial document analysis
16:25 - 17:00
Graph databases for counterparty network analysis
17:00 - 17:05
Chair's closing remarks
15:50 - 16:25
Alpha decay analysis and signal combination techniques
16:25 - 17:00
Machine learning for portfolio optimisation under uncertainty
17:00 - 17:05
Chair's closing remarks
15:50 - 16:25
Integrated risk management: combining market, credit, and operational risk
16:25 - 17:00
Explainability in risk models: regulatory and business requirements
17:00 - 17:05
Chair's closing remarks
Showing 1 of 1 Streams
Networking
17:05 - 17:30
Close of QuantMinds 2026 - See you next year!
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