Announcements
Posted: 1/31/17
New Agenda Now Available 
View Agenda
Posted: 1/31/17
Hotel rooms still available. Book your room now before they’re gone!
苹果手机全局伕理软件下载
THE 33rd Annual

vp试用


The premier educational forum for users of equity derivatives, options and volatility products.

x
iphone手机如何上外网
苹果手机全局伕理软件下载
Agenda Now Available
View Agenda
Posted: 1/31/17
中国青年网_青年温度、青春靓度、青网态度 - Youth.cn:中国青年网,1999年5月4日正式开通,共青团中央主办的中央重点新闻网站,是国内最大的青年主流网站。中国青年网竭诚服务青年的文化、心理、情感和创业需求,是共青团运用网络文化元素吸引青年的新载体和引导青年的新途径,为团组织通过新媒体融入青年提供有力支撑。
Book Your Room

Note that due to concerns over the Coronavirus we have decided that cancelling the 2024 RMC Europe is the right thing to do. We did not make this decision lightly, but the health and well-being of our customers, colleagues and associates is our top priority. We look forward to hosting RMC Europe again in the fall of 2021.

iphone手机如何上外网
Hotel RESERVATIONS

Save the date for
2018 Europe
12-14 Sept 2018
Powerscourt Hotel, IRE
ios全局伕理软件


REGISTRATION for 2024 Is Closed
registration is closed

vp试用

Now in its 35th year in the U.S. and going into the 8th year in Europe, the annual Cboe® Risk Management Conference (RMC) is the foremost financial industry conference designed for institutional users of equity derivatives and volatility products. 

Hosted by Cboe Global Markets, RMC is an educational forum dedicated to exploring the latest products, trading strategies and tactics used to manage risk exposure and enhance yields. 

About conference
2024 Location

vp试用

Cboe is excited to announce a new location for the 8th Annual Cboe RMC Europe. Not only a new host city for the conference, but a brand new hotel, Andaz Munich. Opened this year, Andaz is Hyatt's luxury lifestyle brand. Deeply rooted in the local culture and history, Andaz Munich is truly connected to the heart and soul of Munich, but offers an upscale, high-tech experience.

Located in the stylish Schwabinger neighborhood, just north of the old city center, Andaz is convenient to both the airport, downtown and local attractions.

Be sure to book your room early at Andaz Munich Schwabinger Tor to maximize your conference experience during this very busy season  in Munich.

About the location
See the 2024 Agenda
Previous Dayiphone手机如何上外网
MON 9 Sept
TUES 10 Sept
WED 11 SEpt

11:00am - 6:30pm
11:00 - 11:30am

Conference Registration opens
Light, stand up lunch - Sponsored by S&P Dow Jones Indices

11:30am - 12:00pm

Interpreting and Navigating Volatility-Based Benchmarks and Indicators

  • Structural and supply/demand-based drivers of VIX and related instruments

Tim Edwards, Ph.D., Managing Director, Index Investment Strategy, S&P Dow Jones Indices
Tim Edwards Research paper

12:00 - 12:15pm

Session Break

12:15 - 1:15pm

How to Benchmark Option Strategies for Institutions and Consultants and How 40-Act Funds are using Options to Achieve Multiple Goals

Chris Hausman, CMT, Portfolio Manager and Managing Director-Risk, Swan Global
Chris Hausman Presentation

Derek Devens, CFA, Managing Director and Senior Portfolio Manager, Neuberger
Derek Devens Presentation

1:15 - 1:30pm

Session Break

1:30 - 2:30pm

Bank/Fund Partnerships: How Does Risk Transfer Work & What Are The Main Opportunities For Both Counterparties?

Moderator: Antoine Garaialde, Executive Director, Structuring Team, J.P. Morgan Chase

Dr. Bernhard Brunner, Partner, finccam GmbH

关于AirPods语音唤醒 你想知道的都在这里 - huanqiu.com:2021-5-26 · 据产业分析师预测,2021年苹果AirPods出货量将超过5000亿台,2021年更是有望破亿!这款从发布被人嘲笑,到后来成功引领市场的产品,早已成为各家 ...

Achim Motamedi, CEO, TAO Alternatives GmbH

Imran Hasnain, Partner and Portfolio Manager, CQS

2:30 - 2:45pm

Coffee Break - Sponsored by Bank of America Merrill Lynch

苹果手机全局伕理软件下载

Different Approaches for Options Pricing

Moderator: Gordon Harpur, Structurer, Schroders

Dan Blum, Head of European Equity Index Derivatives Trading, UBS

Ousmane Diop, Senior Equity Derivatives Trader, J.P. Morgan

Sebastien Faucheur, Head of Index Volatility Trading, Societe Generale

Alex Fisher, Trader, Optiver

3:45 - 4:00pm

Session Break

4:00 - 5:00pm

Active Systematic Investing

  • Using experience from cross asset volatility programmes
  • How strategies need to adapt over time
  • PM's role in active selection and deployment

iphone手机如何上外网, Head of Macro Systematic Strategies Research, Aberdeen Standard Investments
Dr. Jens Kroeske Presentation

5:00 - 5:15pm

苹果手机全局伕理软件下载

5:15 - 6:15pm

The Role of Short Volatility Strategies in Institutional Portfolios

Martin Luehrmann, Head of Systematic Volatility Strategies, Goldman Sachs

Antti Suhonen, Professor of Practice in Finance, Aalto University School of Business, Helsinki

6:30 - 9:00pm

Welcome Reception: Cocktails and Dinner- Wine Bar Sponsored by IMC and Whiskey Bar Sponsored by Optiver

8:00 - 9:00am

Breakfast in the Lonely Broccoli restaurant (breakfast is included in the Group room rate at Andaz Hotel for those staying at the Hotel).

9:00 - 9:15am

Welcome and Cboe Update

一个神奇的网站:2021-3-23 · 本站文章部分内容转载自互联网,供读者交流和学习,如有涉及作者版权问题请及时与我伔联系,众便更正或删除。感谢所有提供信息材料的网站,并欢迎各类媒体与我伔进行文章共享合作。

9:15 - 10:15am

Keynote Speaker

Philip Hammond, Member of Parliament, Former Chancellor of the Exchequer


10:15 - 10:30am

Coffee Break- Sponsored by Societe Generale

10:30 - 11:30am

Equity Volatility in Multi-Asset Portfolios: Past, Present and Future

Moderator: Kokou Agbo-Bloua, Managing Director, Global Head of Flow Strategy Solutions, Societe Generale

Panelists:

Tim Armitage, CFA, Quantitative Strategist-Asset Allocation,  Legal & General Investment Management

Patrick Bartholet, Strategist, Aviva Investors

Adam C. Rudd, CFA, Investment Director, Aberdeen Standard Investments Inc

苹果手机全局伕理软件

Lunch and networking, The Lonely Broccoli - Sponsored by J.P. Morgan

1:00 - 1:30pm

Changes in Margin and Capital Requirements that Will Affect You

  • Options Clearing Corporation ("OCC") update on important changes
  • Understanding the new Renaissance system

John P. Davidson, Chief Executive Officer, OCC
iphone手机如何上外网

1:30- 1:45pm

Session Break

1:45 - 2:30pm

Systematic Long Volatility

  • Techniques for amelioration of empirical delta
  • Disaggregation of volatility and equity risk-premia
  • 宁愿因过早保持谨慎而少赚一笔,也胜过等危机 ...-荔枝网新闻:2021-8-3 · Andrew指出,苹果手机只有10年的历史,而 20年前互联网并未普及。这让人怀疑,科技股的投资者是否真的能够看清未来?又有多少人心甘情 愿为这些企业长期盈利能力的乐观预期支付高价?

Mark Richardson, Portfolio Manager, Janus Henderson

2:30 - 3:00pm

Coffee Break - Sponsored by Goldman Sachs

3:00 - 4:00pm

Systematic Options Strategies: Portfolio Positioning, Benchmarking, and Implementation

  • Advantages of an allocation to options-based strategies for Institutions
  • Where does an options-based strategy fit within an institutional portfolio?
  • Benchmarking and manager performance evaluation
  • Fully-funded vs. overlay strategies

Moderator: Mandy Xu, Chief Equity Derivatives Strategist, Credit Suisse Securities

Yanko Punchev, CFA, FRM, Portfolio Manager, TECTA Invest GmbH

Michael Wolfram, CAIA, FRM, Director, bfinance

Alex Zweber, CFA, Institutional Portfolio Manager, Eaton Vance

4:00 - 4:15pm

Session Break

4:15 - 5:15pm

Volatility and Global Macro: Looking Beyond the Trade War

宁愿因过早保持谨慎而少赚一笔,也胜过等危机 ...-荔枝网新闻:2021-8-3 · Andrew指出,苹果手机只有10年的历史,而 20年前互联网并未普及。这让人怀疑,科技股的投资者是否真的能够看清未来?又有多少人心甘情 愿为这些企业长期盈利能力的乐观预期支付高价?

5:30 - 7:00pm

Cocktail reception, M'UNIQO, Andaz 12th floor - Wine Bar Sponsored by SIG

苹果手机全局伕理软件下载

Breakfast in The Lonely Broccoli
(breakfast is included in the Group room rate for those staying at Andaz Hotel)

9:00 – 9:30am

Sourcing Liquidity and Tailoring Your Strategies

Hitendra Varsani, Executive Director, Index Research, MSCI Inc.

9:30 - 9:45am

ios全局伕理软件

9:45 - 10:30am

VIX Replication in a Short Volatility World

Hari P. Krishnan, Portfolio Manager, Doherty Advisors
Hari P. Krishnan Presentation

10:30 - 11:00am

Coffee Break - Sponsored by FT Options

11:00 - 12:00pm

Limitations to VIX, How Low Can It Go and Looking at Intraday Variance

Dr. Mikhail Krayzler, Director, Portfolio Manager, Allianz Global Investors

Stefan Wintner, Vice President, DUNN Capital
Stefan Wintner Presentation

iphone手机如何上外网

Small Cap Index Constitution and Use Cases

  • Russell 2000 focus - fundamental knowledge, unique characteristics
  • Performance vs other benchmarks
  • RUT volatility compared, arbitrage and trade ideas
  • Cross-asset opportunities

Rolf Agather, Managing Director, North American Research, FTSE Russell Indexes
Rolf Agather Presentation

Doug Kramer, Managing Director, Neuberger Berman
Doug Kramer Presentation

苹果手机全局伕理软件下载

End of Conference

KEYNOTE speaker
Edward O. Thorp
Math Professor, Inventor, Best-Selling Author and Hedge Fund Manager
View edward's bioview all Speakers
2024 RMC Europe Featured Sponsors
A special thank-you to our sponsors who help make the Cboe Risk Management Conference possible
Gold Sponsors
Silver Sponsors
General Sponsors
Exhibitors
iphone手机如何上外网