Skip to main content

Skew Modelling and Deciphering

Bruno Dupire has headed various Derivatives Research teams at Societe Generale, Paribas Capital Markets, Nikko Financial Products and currently works with Peter Carr at Bloomberg, New York.
Event information
Date 2 November 2005
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

After obtaining a PhD in numerical analysis, he pioneered the use of neural networks in finance and developed the widely used local volatility models in 1993. He has subsequently worked on stochastic volatility modelling and Monte Carlo methods for option pricing. He is now a consultant in the fields of derivatives and asset management and sits on the advisory board of PRMIA. Also, he is a Fellow and Adjunct Professor at NYU. In 2002 he was included in the Risk Hall of Fame of the 50 most influential figures in Derivatives and Risk management.

You might also like

Finance Research Seminar by Prof. Patrick Gagliardini

14 May 2025 · Research Seminars
Prof. Patrick Gagliardini is Professor of Econometrics and Vice-Rector for Research at the Università della Svizzera Italiana (USI). He has also previously served there as Dean of the Faculty of Economics.
Business professionals Researchers

Finance Research Webinar by Prof. Fabio Braggion

21 May 2025 · Research Seminars Webinars
Prof. Fabio Braggion is a Professor of Finance and Financial History at Tilburg University.
Business professionals Researchers