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Julien Hok
Director, Quantitative Analysis at Credit Agricole-CIB


Julien Hok holds a PhD in financial mathematics from Ecole Polytechnique France. He started as a quantitative analyst in equity at Santander in London for 6 years and worked at Citi Group for 2 two years at London in interest rates. He has recently joined CA-CIB as quantitative analyst in the hybrid desk at London. His current research interests are perturbation methods to obtain approximation pricing formulas for exotic and hybrid products in equity/FX/Interest rates.

Agenda Sessions

  • Pricing of Digital exotic Options by Monte Carlo