18 - 21 November 2024
InterContinental O2London Elisa Alòs AlcaldeAssociate 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
Some results on the relationship between local and implied volatilities via Malliavin calculus
, 14:30View Session