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6 - 9 December 2021
Hotel ArtsBarcelona

Elisa Alòs Alcalde
Associate Professor at Universitat Pompeu Fabra (UPF)

Profile

Elisa Alòs holds a Ph.D. in Mathematics from the University of Barcelona. She is an Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra (UPF) and a Barcelona GSE Affiliated Professor. In the last fourteen years, her research focuses on the applications of the Malliavin calculus and the fractional Brownian motion in mathematical finance and volatility modeling.

Agenda Sessions

  • A Malliavin calculus approach to volatility modelling

    16:00

Speakers at this event