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Michael Konikov
SVP, Head of Quantitative Development at Numerix

Profile

Dr. Michael Konikov is a Senior Vice President and Head of Quantitative Development at Numerix, where he manages a team responsible for the development and delivery of models in Numerix software. Previously, he worked at Citigroup, Barclays, and Bloomberg in quantitative research and desk quant roles. He completed his PhD in mathematical finance at the University of Maryland College Park, concentrating in particular on the application of pure jump processes to option pricing. Dr. Konikov's publications cover diverse asset classes ranging from equity to interest rates and credit.

Michael Konikov's Network

Agenda Sessions

  • New Arbitrage-Free Parametric Volatility Surface

    09:05