About the Conference

The Black-Scholes 50th Anniversary Conference took place on 14th June 2023. Attendees enjoyed talks from some of the biggest names in quantitative finance including Professor Myron Scholes, Dr. Paul Wilmott, Professor Laura Ballotta, and more.

Missed the conference? The conference recordings are available to watch now on the CQF Institute website.

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Conference Schedule

14th June 2023

09:00 - 09:30 EDT

Virtual conference doors open - Familiarize yourself with the event platform

09:30 - 09:35 EDT

Welcome Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

09:35 - 10:10 EDT

Some Derivations of the Black--Scholes Equation and What They Tell Us
Dr. Paul Wilmott, Founder, Certificate in Quantitative Finance (CQF)

10:10 - 10:45 EDT

Beyond Convexity
Dr. Jessica James, Senior Quantitative Researcher, Commerzbank

10:45 - 11:20 EDT

Hedging in the Age of Statistical Learning
Dr. Jörg Kienitz, Partner, Acadia

11:20 - 11:40 EDT

Break and Networking

11:40 - 12:15 EDT

Volatility Trading in the Oil Market
Dr. Ilia Bouchouev, Managing Partner, Pentathlon Investments

12:15 - 12:50 EDT

Renewing Black-Scholes: interpreting renewal waiting times
Professor Laura Ballotta, Professor of Mathematical Finance, Bayes Business School

12:50 - 13:20 EDT

Break and Networking

13:20 - 13:55 EDT

Imaginary Oscillations: Quantum Uncertainty and the Black-Scholes Formula
Dr. David Orrell, Principal, Systems Forecasting

13:55 - 14:30 EDT

Time and Black-Scholes-Merton
Elie Ayache, CEO, ITO33

14:30 - 15:30 EDT

Panel Discussion: From Theory to Practice: The Evolution of Quantitative Finance through Fischer Black’s Contributions
Professor Laura Ballotta, Professor of Mathematical Finance, Bayes Business School
Dr. Robert Litterman, Founder, Kepos Capital
Professor Emanuel Derman, Professor of Financial Engineering, Columbia University

15:30 - 16:05 EDT

Reflections on the Black-Scholes Model and its Applications (keynote speech)
Professor Myron Scholes, Chief Investment Strategist, Janus Henderson

16:05 - 16:10 EDT

Closing Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

Conference Speakers

Confirmed speakers and panelists. Click on the images below to explore abstracts and biographies.

Conference Recordings

Conference recordings are available for all CQF Institute members.
Not a member? Become a basic member for free to watch the conference recordings now.

Conference Organizers

Quant Insights is presented by the CQF Institute, Fitch Learning, & Wilmott

CQF Institute

Promoting the highest standard in practical financial engineering, the CQF Institute, part of Fitch Learning, is a global membership organization dedicated to educating and building the quantitative finance community. The CQF Institute is also the awarding body for the Certificate in Quantitative Finance (CQF) the world’s largest professional qualification in quantitative finance.

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with businesses to help develop the future leaders of the financial services industry. Alongside centers in established financial hubs, Fitch Learning utilizes a best-in-class technology platform to deliver blended learning solutions that maintain the personal element of development.


Wilmott is the leading resource for the quant finance community, comprised a website and discussion forum and Wilmott magazine.

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