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6 - 9 December 2021
Hotel ArtsBarcelona

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


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