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QuantMinds International
7 - 10 November, 2022
W Barcelona

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


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

  • The forward smile in stochastic, local and rough volatilities