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6 - 9 December 2021
Hotel ArtsBarcelona

Dariusz Gatarek
Professor, Systems Research Institute at Polish Academy of Sciences


Dariusz Gątarek is a graduate in applied mathematics from the Warsaw University of Technology. 

Dariusz spent over twenty years in many financial and advisory institutions including BRE Bank, Societe Generale, Glencore, UniCredit, Deloitte and NumeriX, specializing in valuing derivatives and designing risk management systems. He is currently  a Professor at the Polish Academy of Sciences. 

Dariusz has published a number of articles on financial modelling. His paper, ‘The market model of interest rate dynamics’, with Brace and Musiela, is regarded as a classic.

Agenda Sessions

  • Between Scylla and Charybdis: The Bermudan swaptions pricing odyssey