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QuantMinds International
18 - 21 November 2024
InterContinental O2London

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

  • Some results on the relationship between local and implied volatilities via Malliavin calculus