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...
|
 |
 |
| Jobs | Training | Search |
Volatility
Monday 21 April 2025
Articles
-
Interview Bruno Dupire: «The problem of finance is not to compute......»
-
Interview Benoit Mandelbrot: «My ideas are more and more used by trading desks »
Benoit Mandelbrot, former student of Ecole Polytechnique, is a member of the research center of IBM. He also teaches at Yale and is the father of fractal mathematics ...
-
Interview Elie Ayache : « The trading of derivatives products has nothing to do with the probability distributions»
He was among the first volatility traders in the matif ! ITO33 Founder and former head of research at Dexia AM, Elie Ayache gives us his thoughts on the derivatives markets he defines as the technology...
Advertising
Sections