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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Andrey Itkin
Quantitative Research & Development Lead at NYU+ADIA


Dr. Andrey Itkin is Quantitative R&D Lead at ADIA and Adjunct Professor at NYU, Department of Risk and Financial Engineering. He received his PhD in physics of liquids, gases and plasma, and degree of Doctor of Science in computational physics. During his academic carrier he published few books and multiple papers on chemical and theoretical physics and astrophysics, and later - on computational and mathematical finance. Andrey occupied various research and managerial positions in financial industry and is a member of multiple professional associations in finance and physics. He is on editorial board of few mathematical and financial journals.

Agenda Sessions

  • The ATM implied skew in the ADO-Heston mode