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QuantMinds International
16 - 19 November 2026
InterContinental O2London
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Fabrice Deschâtres
CEO at Volptima
Speaker

Profile

Fabrice Deschâtres is founder and CEO of Volptima, the company behind Convex Volatility Interpolation (CVI), a convex, arbitrage-free approach to fitting implied volatility surfaces, published in Risk.net's Cutting Edge in February 2026. He previously held quantitative roles at Goldman Sachs, Millennium and Flow Traders, and is a graduate of the École normale supérieure (ENS Ulm) in Paris.

Agenda Sessions

  • Convex volatility interpolation

    , 11:55
    View Session

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