Florian BourgeyQuantitative Researcher at Bloomberg LPSpeaker
Profile
Florian Bourgey is a quantitative researcher on the Quantitative Research team at Bloomberg L.P., New York. Florian's research focuses on Monte Carlo simulations, stochastic approximations, climate risk, volatility modeling, and machine learning. He holds a Ph.D. in applied mathematics from Ecole Polytechnique.
Agenda Sessions
Smile dynamics and rough volatility
, 11:40View Session