Friday 16 May 2025
Leadership in equity derivatives, product innovation, complexity, multi-asset approach: on all these issues, Sofiene Haj Taieb, Société Générale’s Global Head of Cross Asset Solutions, answers our questions
A pioneer of local volatility models and leader of quantitative research at Société Générale then Paribas, Bruno Dupire, gives us his vision of markets and responds to criticism of the local volatility...
Former Amaranth’s and Paloma Partners’ derivative trader, Espen Haug plans to launch an Anti-Hedge Funds and believes his strategies are too complex to be turned into «Black Box»...
Swaps and dérivatives on real estate, what are the prospects of this new market ? The Merryl Lynch Managing Director Loic Guilloux, head of Fixed Income, Currencies & Commodities in France, provides answers...
Interview with Dr Damiano Brigo, Head of Credit Models at Banca IMI in Milan and co-author of the best-seller « Interest-Rate Models: Theory and Practice ».