Elisa Alòs AlcaldeAssociate Professor at Universitat Pompeu FabraSpeaker
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
Volatility swaps and related quantities: a Malliavin calculus approach
, 14:40View Session