Speakers

Speakers

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Luca Capriotti

Managing Director, Global Head for Quantitative Strategies

Credit Suisse

Dr. Capriotti is a Managing Director at Credit Suisse, based in New York, where he is Global Head for Quantitative Strategies - Credit and Financing. Luca is also visiting professor at the Department of Mathematics at University College London, he has published over 60 scientific papers, and holds a US patent on financial applications of AD.

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Uwe Naumann

Professor of Computer Science

RWTH Aachen University

Professor Naumann has been providing AAD solutions and consultancy to various tier-1 investment banks for several years. He is the author of the popular textbook “The Art of Differentiating Computer Programs. An Introduction to Algorithmic Differentiation” published by SIAM in 2012.