The agenda for the Fifth Annual CBOE RMC Europe is available at http://www.cboermceurope.com/. The conference will be held Monday through Wednesday, September 26 – 28, 2016, at the Powerscourt Hotel<http://www.
Here is the list of the 33 scheduled speakers<http://www.
· Kokou Agbo-Bloua, Managing Director Global Head of Flow Strategy & Solutions, Société Générale
· Rebecca Cheong, Head of Americas Equity Derivatives Strategy, UBS Securities LLC
· Christopher Cole, Managing Partner, Artemis Capital Management
· Stephen Crewe, Portfolio Manager, Fulcrum Asset Management
· Daniel Danon, Senior Vice President, Portfolio Management & Structuring, Assenagon Asset Management
· Abhinandan Deb, Head of European Equity Derivatives Research, Bank of America Merrill Lynch
· Cyril Deremble, Co-Head of Directional Strategies, Capital Fund Management
· John Fennell, Executive Vice President, Financial Risk Management, Options Clearing Corporation (OCC)
· Rocky Fishman, CFA, Equity Derivatives Strategy, Deutsche Bank Securities Inc.
· Uri Geller, Co-Founder and CIO, Granite M.S.A LTD
· Stacey Gilbert, Head of Derivatives Strategy, Susquehanna
· Dhvani Gupta, Vice President, Barclays
· Jon Havice, President and Chief Investment Officer, DGV Solutions
· Roy Hoevenaars, PhD, Portfolio Manager, Blenheim Capital Management BV
· Roni Israelov, Ph.D., Portfolio Manager & Head of Volatility Strategies, AQR Capital Management
· Neale Jackson, Portfolio Manager, 36 South Capital Advisors
· Chris Limbach, Managing Director Investments, PGGM Institutional Business
· Dan Mikulskis, Head of DB Pensions, Redington Ltd
· Matthew Moran, Vice President Institutional Business Development, CBOE
· Andy Nybo, Principal, Head of Derivatives, TABB Group
· Edward L. Provost, President & Chief Operating Officer, CBOE Holdings, Inc.
· Mark Richardson, Portfolio Manager, Henderson Global Investors
· Steven M. Sears, Senior Editor and Columnist, Barron’s and Barrons.com
· Edmund Shing, PhD, Global Head of Equity Derivative Strategy, BNP Paribas
· Chakradhar Singh, CFA, CQF, FRM, CAIA, Principal and Risk Manager, Apollo Management International LLP
· William Speth, Vice President, Research and Product Development, CBOE
· Vinit Srivastava, Senior Director, Strategy and Volatility Indices, S&P Dow Jones Indices
· Michael Stephens, Multi-Asset Portfolio Manager, Pioneer Investment Management
· Fergus Taylor, Portfolio Manager, Arrowgrass Capital Partners
· Jim VandeHei, Co-Founder, POLITICO
· Nicolas Vanhoutteghem, Portfolio Manager, Argentière Capital
· Brendan Walsh, Multi Asset Fund Manager, Aviva Investors Global Services
· Andrew Warwick, Managing Director, BlackRock
TOPICS TO BE COVERED
The RMC Europe agenda<http://www.
* New Developments in Options and Volatility-Based Benchmarks
* Constructing/Deconstructing Volatility Risk Premia Strategies
* Real Money: Institutional Liabilities and How Options Strategies Can Help
* Cross Asset Dislocations and Market Signals
* Panel on Volatility-Based Investment Strategies
* Implementing Long Volatility Exposures
* Implementing Systematic Short Volatility Strategies
* Hedging with VIX Options
* Global Volatility Trading Opportunities with a Focus on Europe
* Volatility and the Allegory of the Prisoner’s Dilemma
* Can we Improve Trading Using Correlation Information?
* The Evolution of Options Strategies on the Buy Side Trading Desk
* Towards Optimal Hedging and View-Expression
* Options and Volatility Based Solutions for Insurance Companies
For more information about the Fifth Annual CBOE RMC Europe, please visit http://www.cboermceurope.com/.