New Thinking in Finance

Organized by: Cambridge Systems Associates and Scottish Widows Investment Partnership

Conference theme: HPC Applications to Financial Services

  • Wednesday 12th: Pricing & Hedging (Lloyds)
  • Thursday 13th: Trading and Risk Management (Lloyds)
  • Friday 14th: Pensions and Insurance (Willis)


  • Lloyds Banking Group, 33 Old Broad Street, London EC2N 1HZ
  • Willis Group, The Willis Tower, 51 Lime Street, London EC3M 7DQ


Damiano Brigo, Imperial College London Luca Capriotti, Credit Suisse
Mark Cathcart, Standard Life Robert Coles, Citigroup
Sylvain Corlay, Bloomberg Mark Davis, Imperial College
Alexander Denev, Risk Dynamics Mike Giles, Oxford University
Juho Kanniainen, Tampere University of Technology Hicham Lahlou, Xcelerit
Elena Medova, Cambridge University Perry Mehrling, Columbia University
Steven Morrison, Moody's Analytics Elisa Nicolato, Aarhus University
Antoon Pelsser, Maastricht University Teemu Pennanen, Kings College London
Andrew Rau-Chaplin, Willis Research Network Francesco Sandrini, Pioneer Investments
Mario Skoric, Allianz Didier Sornette, ETH Zurich
Jacques du Toit, Numerical Algorithms Group Angelo Uristani, Allianz
Erik Vynckier, Alliance Berstein Stephen Weston, Maxeler Technologies
Xiao-Jun Zeng, Manchester University

Costs per day: £500+VAT practitioners and £250+VAT academics

The event is free of charge for HPCFinance fellows and partners. However, registration of attendance is required.

Registration: available here

Registration is free of charge to all Fellows and Partners of HPC Finance.

Delegate accommodation: 

Bookings at corporate reduced rates for international participants may be obtained by contacting: [at]

FLYER (High resolution)