This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

6 - 9 December 2021
Hotel ArtsBarcelona

Eduardo Abi Jaber
Assistant Professor at Paris 1 Panthéon-Sorbonne University

Profile

Eduardo Abi Jaber is an Assistant Professor at Paris 1 Panthéon-Sorbonne University. He obtained his PhD from Paris Dauphine University in collaboration with AXA Investment Managers. He was awarded the Bachelier Finance Society Junior Scholar award and the national AMIES prize for the best PhD in industry. His research is mainly focused on stochastic convolution equations and their applications to non-markovian stochastic volatility and interest rate modeling.

Agenda Sessions

  • Deep pricing in non-Gaussian (rough) stochastic volatility models with quantization hints

    10:30