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QuantMinds International

Savings end soon:

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7 - 10 November, 2022
W Barcelona

Andrey Itkin
Quantitative Research and Development Lead at ADIA

Profile

Dr. Andrey Itkin is Quantitative Research & Development Lead at ADIA and an 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 several 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 also is a member of multiple professional associations in finance and physics. He is also on editorial board of several financial journals.

Agenda Sessions

  • Semi-analytical pricing of barrier options in time-dependent stochastic volatility models

    14:30