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6 - 9 December 2021
Hotel ArtsBarcelona

Aurelio Romero-Bermudez
Quantitative Analyst at Deutsche Bank


Aurelio Romero works in the IMM group at Deutsche Bank and is interested in perturbative and semi-analytic approaches to risk analysis and applications of AI in risk management. He has 8 years of research experience in Theory of Condensed Matter and Quantum Gravity and holds a Masters and PhD from the University of Cambridge.

Agenda Sessions

  • Risk-free rate options pricing