Florian BourgeyQuantitative Researcher at Bloomberg LPSpeaker
Profile
Florian Bourgey is a quantitative researcher on the Quantitative Research team at Bloomberg L.P., New York.
His research focuses on Monte Carlo methods, volatility modeling, climate and credit risk, and machine learning.
He holds a Ph.D. from Ecole Polytechnique and serves as an adjunct professor at New York University. He is also a maintainer of SciPy, a widely used open-source Python library for scientific computing.
Agenda Sessions
Calibration of short-dated options
, 11:20View Session
