Laura BallottaProfessor of Mathematical Finance at Bayes Business School (formerly Cass)Speaker
Profile
Prof. Ballotta works in the areas of quantitative finance and risk management. She has written on topics including stochastic modelling for financial valuation and risk management, numerical methods aimed at supporting financial applications, and the interplay between finance and insurance.Recent major contributions have appeared in Journal of Financial and Quantitative Analysis, European Journal of Operational Research and Quantitative Finance among others.She serves as associate editor and referee for several international journals in the field.
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Agenda Sessions
Time changes and the joint calibration to the S&P500/VIX smiles
, 12:20View Session